+719.8%
MU vs MS
+49.4%
+670.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.3% | +5.8% | +5.9% |
| 7D | +9.0% | +1.4% | +7.6% | +7.6% |
| 30D | +13.8% | -0.3% | +14.1% | +13.9% |
| 3M | +2.1% | +0.3% | +1.8% | +2.3% |
| 6M | +153.8% | +31.3% | +122.5% | +108.6% |
| YTD | +256.4% | +24.7% | +231.7% | +199.4% |
| 1Y | +719.8% | +47.9% | +671.8% | +511.0% |
| All | +719.8% | +49.4% | +670.4% | +511.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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