+5,285.6%
MS vs RF
+539.4%
+4,746.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.8% |
| 7D | -3.4% | -1.6% | -1.8% | -2.5% |
| 30D | -3.9% | +5.0% | -8.9% | -6.4% |
| 3M | -15.9% | -10.0% | -5.9% | -11.0% |
| 6M | -2.5% | +3.3% | -5.8% | -4.5% |
| YTD | +5.1% | +7.9% | -2.8% | +0.5% |
| 1Y | +13.0% | +21.2% | -8.3% | +1.3% |
| 3Y | +160.7% | +105.8% | +54.9% | +74.7% |
| 5Y | +114.0% | +43.7% | +70.3% | +68.7% |
| 10Y | +637.5% | +289.4% | +348.0% | +225.1% |
| All | +5,285.6% | +539.4% | +4,746.3% | +1,305.3% |
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