+180.5%
MS vs S
-56.8%
+237.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.4% | -7.7% | +9.1% | +2.4% |
| 30D | -0.3% | -5.3% | +5.1% | +0.2% |
| 3M | +0.3% | +20.3% | -20.0% | -2.6% |
| 6M | +31.3% | +47.4% | -16.0% | +23.3% |
| YTD | +24.7% | +32.5% | -7.9% | +18.5% |
| 1Y | +47.9% | +9.5% | +38.4% | +43.8% |
| 3Y | +178.3% | +15.5% | +162.8% | +163.1% |
| 5Y | +144.9% | -71.2% | +216.1% | +141.6% |
| All | +180.5% | -56.8% | +237.3% | +180.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling