+112.4%
MS vs USFR
+21.3%
+91.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -1.6% | +0.1% | -1.7% | -1.5% |
| 30D | -3.8% | +0.4% | -4.2% | -3.5% |
| 3M | -14.6% | +1.1% | -15.7% | -13.8% |
| 6M | -5.1% | +2.1% | -7.1% | -3.3% |
| YTD | +4.5% | +3.4% | +1.1% | +7.0% |
| 1Y | +13.5% | +4.1% | +9.4% | +16.1% |
| 3Y | +160.4% | +14.4% | +146.0% | +175.6% |
| All | +112.4% | +21.3% | +91.1% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling