+1,033.7%
MS vs PR
+169.5%
+864.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +1.4% | +2.9% | -1.5% | +1.0% |
| 30D | -0.3% | +18.0% | -18.3% | -2.1% |
| 3M | +0.3% | +16.9% | -16.6% | -1.6% |
| 6M | +31.3% | +28.2% | +3.1% | +27.1% |
| YTD | +24.7% | +69.3% | -44.7% | +16.8% |
| 1Y | +47.9% | +69.5% | -21.6% | +38.4% |
| 3Y | +178.3% | +81.7% | +96.6% | +156.6% |
| 5Y | +144.9% | +422.2% | -277.4% | +99.7% |
| 10Y | +804.5% | +110.4% | +694.2% | +716.1% |
| All | +1,033.7% | +169.5% | +864.2% | +931.3% |
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