+937.5%
MS vs USFR
+27.5%
+910.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | +0.3% | -0.5% | -0.4% |
| 3M | +0.3% | +1.0% | -0.7% | -0.3% |
| 6M | +31.3% | +1.9% | +29.4% | +29.9% |
| YTD | +24.7% | +2.6% | +22.0% | +22.8% |
| 1Y | +47.9% | +4.0% | +43.9% | +44.6% |
| 3Y | +178.3% | +14.1% | +164.2% | +157.9% |
| 5Y | +144.9% | +20.4% | +124.5% | +119.7% |
| 10Y | +804.5% | +28.0% | +776.5% | +686.4% |
| All | +937.5% | +27.5% | +910.0% | +799.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling