+161.8%
MS vs W
+126.8%
+35.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.3% | -4.5% |
| 7D | -3.4% | -5.6% | +2.2% | -2.5% |
| 30D | -3.9% | +7.5% | -11.4% | -5.2% |
| 3M | -15.9% | +5.4% | -21.3% | -17.0% |
| 6M | -2.5% | +79.4% | -81.9% | -14.0% |
| YTD | +5.1% | +12.9% | -7.8% | -0.2% |
| 1Y | +13.0% | +12.4% | +0.5% | +6.9% |
| All | +161.8% | +126.8% | +35.1% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling