+635.8%
MS vs W
+214.9%
+420.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.3% | -4.8% |
| 7D | -3.4% | -5.6% | +2.2% | -2.6% |
| 30D | -3.9% | +7.5% | -11.4% | -5.0% |
| 3M | -15.9% | +5.4% | -21.3% | -16.8% |
| 6M | -2.5% | +79.4% | -81.9% | -11.7% |
| YTD | +5.1% | +12.9% | -7.8% | +0.8% |
| 1Y | +13.0% | +12.4% | +0.5% | +8.1% |
| 3Y | +160.7% | +128.5% | +32.2% | +112.8% |
| 5Y | +114.0% | -54.0% | +168.0% | +94.1% |
| 10Y | +637.5% | +248.8% | +388.7% | +332.0% |
| All | +635.8% | +214.9% | +420.9% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling