+3,971.9%
MU vs MS
+616.2%
+3,355.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.5% |
| 7D | -22.0% | -1.6% | -20.5% | -20.9% |
| 30D | -36.6% | -3.8% | -32.8% | -34.4% |
| 3M | -21.7% | -14.6% | -7.1% | -11.9% |
| 6M | +3.5% | -5.1% | +8.6% | +9.2% |
| YTD | +141.9% | +4.5% | +137.4% | +136.0% |
| 1Y | +189.8% | +13.5% | +176.3% | +166.8% |
| 3Y | +855.4% | +160.4% | +695.0% | +396.0% |
| 5Y | +869.2% | +112.9% | +756.3% | +466.3% |
| All | +3,971.9% | +616.2% | +3,355.8% | +1,206.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling