+176.8%
MS vs USFR
+14.3%
+162.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | +0.1% | -1.8% | -1.5% |
| 30D | +0.9% | +0.4% | +0.5% | +1.8% |
| 3M | -10.8% | +1.1% | -11.9% | -8.3% |
| 6M | +0.9% | +2.1% | -1.1% | +6.8% |
| YTD | +9.8% | +3.4% | +6.4% | +18.0% |
| 1Y | +17.1% | +4.1% | +13.0% | +25.5% |
| All | +176.8% | +14.3% | +162.4% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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