+812.0%
MS vs P
+485.4%
+326.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.4% | +6.5% | -5.2% | -0.1% |
| 30D | -0.3% | +18.8% | -19.1% | -4.8% |
| 3M | +0.3% | +26.7% | -26.5% | -6.2% |
| 6M | +31.3% | +62.2% | -30.8% | +14.5% |
| YTD | +24.7% | +48.5% | -23.8% | +10.2% |
| 1Y | +47.9% | +26.4% | +21.5% | +32.7% |
| 3Y | +178.3% | +159.4% | +18.9% | +94.6% |
| 5Y | +144.9% | +275.8% | -130.9% | +49.8% |
| 10Y | +804.5% | +732.0% | +72.5% | +324.2% |
| All | +812.0% | +485.4% | +326.7% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling