+145.1%
MS vs P
+276.6%
-131.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.4% | +6.5% | -5.2% | +0.2% |
| 30D | -0.3% | +18.8% | -19.1% | -4.0% |
| 3M | +0.3% | +26.7% | -26.5% | -5.2% |
| 6M | +31.3% | +62.2% | -30.8% | +17.1% |
| YTD | +24.7% | +48.5% | -23.8% | +12.6% |
| 1Y | +47.9% | +26.4% | +21.5% | +34.9% |
| 3Y | +178.3% | +159.4% | +18.9% | +101.7% |
| All | +145.1% | +276.6% | -131.6% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded P wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling