+145.1%
MS vs WM
+52.1%
+92.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -0.3% | -2.4% | +2.1% | +0.2% |
| 3M | +0.3% | +0.4% | -0.1% | -0.4% |
| 6M | +31.3% | -9.5% | +40.8% | +34.1% |
| YTD | +24.7% | +0.5% | +24.2% | +22.8% |
| 1Y | +47.9% | -1.1% | +49.0% | +46.3% |
| 3Y | +178.3% | +46.0% | +132.3% | +132.8% |
| All | +145.1% | +52.1% | +92.9% | +97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling