+717.5%
MS vs P
+557.5%
+160.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.0% | +9.2% | +5.3% |
| 7D | +2.6% | -19.4% | +22.0% | +7.3% |
| 30D | +2.6% | -22.3% | +24.9% | +7.8% |
| 3M | -10.1% | +33.2% | -43.3% | -17.2% |
| 6M | +4.4% | +53.6% | -49.3% | -8.5% |
| YTD | +11.7% | +66.8% | -55.1% | -4.8% |
| 1Y | +20.9% | +17.5% | +3.4% | +9.8% |
| 3Y | +177.1% | +219.7% | -42.6% | +82.5% |
| 5Y | +127.7% | +307.8% | -180.0% | +35.5% |
| 10Y | +684.1% | +855.3% | -171.2% | +253.9% |
| All | +717.5% | +557.5% | +160.0% | +272.8% |
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