+122.9%
MS vs PM
+163.6%
-40.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +5.1% | +0.5% | +4.5% | +5.0% |
| 30D | +5.7% | -3.2% | +8.9% | +6.3% |
| 3M | -12.2% | +6.2% | -18.4% | -13.2% |
| 6M | -0.5% | +7.7% | -8.2% | -2.3% |
| YTD | +9.8% | +27.3% | -17.4% | +2.5% |
| 1Y | +17.7% | +32.8% | -15.0% | +8.3% |
| 3Y | +176.8% | +150.0% | +26.8% | +85.0% |
| All | +122.9% | +163.6% | -40.7% | +43.2% |
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