+145.1%
MS vs PR
+433.6%
-288.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.7% |
| 30D | -0.3% | +18.0% | -18.3% | -3.9% |
| 3M | +0.3% | +16.9% | -16.6% | -3.4% |
| 6M | +31.3% | +28.2% | +3.1% | +23.1% |
| YTD | +24.7% | +69.3% | -44.7% | +9.3% |
| 1Y | +47.9% | +69.5% | -21.6% | +29.2% |
| 3Y | +178.3% | +81.7% | +96.6% | +134.6% |
| All | +145.1% | +433.6% | -288.6% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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