+5,626.0%
MS vs RF
+553.3%
+5,072.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.4% |
| 7D | +2.6% | +2.3% | +0.4% | +1.4% |
| 30D | +2.6% | +7.2% | -4.6% | -1.3% |
| 3M | -10.1% | -8.2% | -1.9% | -5.9% |
| 6M | +4.4% | +7.0% | -2.7% | +0.2% |
| YTD | +11.7% | +10.3% | +1.4% | +5.6% |
| 1Y | +20.9% | +25.1% | -4.1% | +6.6% |
| 3Y | +177.1% | +110.3% | +66.8% | +83.4% |
| 5Y | +127.7% | +47.1% | +80.6% | +77.1% |
| 10Y | +684.1% | +297.9% | +386.1% | +241.4% |
| All | +5,626.0% | +553.3% | +5,072.7% | +1,375.9% |
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