+145.1%
MS vs W
-63.2%
+208.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.1% |
| 7D | +1.4% | -4.2% | +5.5% | +2.0% |
| 30D | -0.3% | -7.6% | +7.3% | +0.8% |
| 3M | +0.3% | +37.2% | -36.9% | -5.6% |
| 6M | +31.3% | +26.3% | +5.0% | +24.4% |
| YTD | +24.7% | -1.0% | +25.6% | +22.0% |
| 1Y | +47.9% | +20.1% | +27.8% | +39.3% |
| 3Y | +178.3% | +37.8% | +140.5% | +139.3% |
| All | +145.1% | -63.2% | +208.2% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling