+112.4%
MS vs PM
+161.1%
-48.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | -0.2% |
| 7D | -1.6% | -5.2% | +3.7% | -0.5% |
| 30D | -3.8% | +2.7% | -6.5% | -4.2% |
| 3M | -14.6% | +5.2% | -19.8% | -15.5% |
| 6M | -5.1% | +17.0% | -22.1% | -8.9% |
| YTD | +4.5% | +25.5% | -21.0% | -2.2% |
| 1Y | +13.5% | +35.5% | -22.0% | +3.7% |
| 3Y | +160.4% | +143.9% | +16.5% | +75.7% |
| All | +112.4% | +161.1% | -48.6% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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