+112.4%
MS vs W
-54.5%
+166.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 3M | -14.6% | +7.4% | -22.0% | -15.8% |
| 6M | -5.1% | +69.3% | -74.4% | -13.7% |
| YTD | +4.5% | +11.3% | -6.8% | +0.3% |
| 1Y | +13.5% | +13.2% | +0.3% | +8.3% |
| 3Y | +160.4% | +142.0% | +18.4% | +108.8% |
| All | +112.4% | -54.5% | +166.9% | +79.7% |
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