+607.1%
MS vs W
+238.4%
+368.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -1.6% | -3.6% | +2.0% | -1.0% |
| 30D | -3.8% | +7.0% | -10.7% | -4.9% |
| 3M | -14.6% | +7.4% | -22.0% | -15.8% |
| 6M | -5.1% | +69.3% | -74.4% | -13.9% |
| YTD | +4.5% | +11.3% | -6.8% | +0.2% |
| 1Y | +13.5% | +13.2% | +0.3% | +8.2% |
| 3Y | +160.4% | +142.0% | +18.4% | +107.6% |
| 5Y | +112.9% | -54.6% | +167.5% | +93.3% |
| All | +607.1% | +238.4% | +368.7% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling