+161.8%
MS vs S
+32.3%
+129.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.8% | +2.9% | -4.5% |
| 7D | -3.4% | -16.7% | +13.3% | -0.6% |
| 30D | -3.9% | -17.0% | +13.1% | -1.3% |
| 3M | -15.9% | +2.0% | -17.9% | -16.8% |
| 6M | -2.5% | +35.1% | -37.5% | -8.7% |
| YTD | +5.1% | +42.8% | -37.7% | -3.3% |
| 1Y | +13.0% | +27.7% | -14.8% | +5.7% |
| All | +161.8% | +32.3% | +129.5% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling