+47.9%
MS vs S
+10.1%
+37.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | -7.7% | +9.1% | +2.2% |
| 30D | -0.3% | -5.3% | +5.1% | +0.1% |
| 3M | +0.3% | +20.3% | -20.0% | -1.8% |
| 6M | +31.3% | +47.4% | -16.0% | +24.1% |
| YTD | +24.7% | +32.5% | -7.9% | +18.9% |
| 1Y | +47.9% | +9.5% | +38.4% | +43.9% |
| All | +47.9% | +10.1% | +37.8% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling