-2.5%
MS vs P
+26.4%
-28.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.4% | +10.5% | -3.9% |
| 7D | -3.4% | -31.9% | +28.5% | +1.0% |
| 30D | -3.9% | -36.5% | +32.6% | +1.1% |
| 3M | -15.9% | +11.6% | -27.5% | -17.4% |
| 6M | -2.5% | +25.2% | -27.7% | -6.2% |
| All | -2.5% | +26.4% | -28.9% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling