+114.0%
MS vs PM
+166.8%
-52.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.1% |
| 7D | -3.4% | -3.4% | 0.0% | -2.7% |
| 30D | -3.9% | +5.8% | -9.7% | -4.9% |
| 3M | -15.9% | +6.7% | -22.6% | -17.0% |
| 6M | -2.5% | +19.9% | -22.4% | -6.8% |
| YTD | +5.1% | +27.8% | -22.7% | -2.0% |
| 1Y | +13.0% | +39.4% | -26.4% | +2.5% |
| 3Y | +160.7% | +146.9% | +13.8% | +76.0% |
| 5Y | +114.0% | +166.6% | -52.6% | +39.4% |
| All | +114.0% | +166.8% | -52.7% | +39.4% |
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