+114.0%
MS vs S
-69.2%
+183.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.8% | +2.9% | -4.7% |
| 7D | -3.4% | -16.7% | +13.3% | -0.9% |
| 30D | -3.9% | -17.0% | +13.1% | -1.5% |
| 3M | -15.9% | +2.0% | -17.9% | -16.8% |
| 6M | -2.5% | +35.1% | -37.5% | -7.8% |
| YTD | +5.1% | +42.8% | -37.7% | -2.0% |
| 1Y | +13.0% | +27.7% | -14.8% | +6.8% |
| 3Y | +160.7% | +33.0% | +127.7% | +139.3% |
| 5Y | +114.0% | -68.0% | +182.0% | +111.8% |
| All | +114.0% | -69.2% | +183.2% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling