+607.1%
MS vs WM
+339.4%
+267.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | +0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | -3.8% | +13.1% | -16.9% | -10.6% |
| 3M | -14.6% | +3.6% | -18.2% | -16.8% |
| 6M | -5.1% | +8.1% | -13.1% | -10.9% |
| YTD | +4.5% | +8.9% | -4.4% | -3.4% |
| 1Y | +13.5% | +20.3% | -6.8% | -1.9% |
| 3Y | +160.4% | +46.2% | +114.2% | +88.0% |
| 5Y | +112.9% | +59.9% | +53.0% | +39.5% |
| All | +607.1% | +339.4% | +267.7% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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