+16.2%
MS vs WY
-6.9%
+23.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | -0.7% | +8.0% | -8.7% | -1.1% |
| 3M | -12.4% | -17.7% | +5.3% | -10.7% |
| 6M | -1.7% | -10.8% | +9.0% | -0.8% |
| YTD | +8.0% | -10.6% | +18.6% | +8.3% |
| 1Y | +16.2% | -5.7% | +21.9% | +15.9% |
| All | +16.2% | -6.9% | +23.1% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling