+6,288.2%
MS vs RF
+584.6%
+5,703.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +1.4% | +1.3% | +0.1% | +0.6% |
| 30D | -0.3% | -3.6% | +3.4% | +1.8% |
| 3M | +0.3% | +8.1% | -7.8% | -4.2% |
| 6M | +31.3% | +11.5% | +19.9% | +23.4% |
| YTD | +24.7% | +15.6% | +9.1% | +14.9% |
| 1Y | +47.9% | +15.7% | +32.2% | +35.8% |
| 3Y | +178.3% | +86.9% | +91.4% | +94.9% |
| 5Y | +144.9% | +89.8% | +55.1% | +65.6% |
| 10Y | +804.5% | +344.7% | +459.8% | +271.4% |
| All | +6,288.2% | +584.6% | +5,703.6% | +1,506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling