+800.3%
MS vs PM
+752.6%
+47.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +1.7% |
| 7D | +1.4% | -4.9% | +6.3% | +5.2% |
| 30D | -0.3% | -3.4% | +3.1% | +2.0% |
| 3M | +0.3% | +5.2% | -4.9% | -5.5% |
| 6M | +31.3% | +3.7% | +27.6% | +22.4% |
| YTD | +24.7% | +15.8% | +8.9% | +5.3% |
| 1Y | +47.9% | +17.4% | +30.5% | +22.0% |
| 3Y | +178.3% | +116.9% | +61.4% | +24.8% |
| 5Y | +144.9% | +117.3% | +27.6% | +5.3% |
| 10Y | +804.5% | +193.8% | +610.8% | +146.5% |
| All | +800.3% | +752.6% | +47.6% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling