+13.0%
MS vs PL
-11.4%
+24.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -10.1% | +4.2% | -5.0% |
| 7D | -3.4% | -20.5% | +17.2% | -1.4% |
| 30D | -3.9% | -38.8% | +34.9% | +0.3% |
| 3M | -15.9% | -49.1% | +33.2% | -11.0% |
| 6M | -2.5% | -69.4% | +66.9% | +6.4% |
| YTD | +5.1% | -42.3% | +47.4% | +7.5% |
| 1Y | +13.0% | -14.2% | +27.1% | +13.1% |
| All | +13.0% | -11.4% | +24.4% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling