+916.2%
MS vs PR
+160.5%
+755.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -6.5% | +10.8% | +4.9% |
| 7D | +2.6% | -12.1% | +14.7% | +4.0% |
| 30D | +2.6% | +0.9% | +1.7% | +2.3% |
| 3M | -10.1% | +10.1% | -20.2% | -11.3% |
| 6M | +4.4% | +1.1% | +3.3% | +3.7% |
| YTD | +11.7% | +63.7% | -51.9% | +4.9% |
| 1Y | +20.9% | +87.0% | -66.1% | +11.7% |
| 3Y | +177.1% | +70.7% | +106.4% | +156.9% |
| 5Y | +127.7% | +246.8% | -119.1% | +92.3% |
| 10Y | +684.1% | +72.6% | +611.5% | +601.5% |
| All | +916.2% | +160.5% | +755.7% | +826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling