+808.5%
MS vs RF
+343.3%
+465.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +0.5% |
| 30D | -0.3% | -3.6% | +3.4% | +2.1% |
| 3M | +0.3% | +8.1% | -7.8% | -5.0% |
| 6M | +31.3% | +11.5% | +19.9% | +21.9% |
| YTD | +24.7% | +15.6% | +9.1% | +13.1% |
| 1Y | +47.9% | +15.7% | +32.2% | +33.5% |
| 3Y | +178.3% | +86.9% | +91.4% | +81.9% |
| 5Y | +144.9% | +89.8% | +55.1% | +51.8% |
| All | +808.5% | +343.3% | +465.2% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling