+4,271.9%
MU vs MS
+614.4%
+3,657.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.1% | +3.9% |
| 7D | -12.0% | +0.7% | -12.8% | -12.2% |
| 30D | -28.7% | -0.9% | -27.8% | -27.9% |
| 3M | -16.4% | -13.0% | -3.5% | -7.1% |
| 6M | -1.8% | -2.0% | +0.2% | +1.0% |
| YTD | +157.1% | +7.8% | +149.3% | +145.1% |
| 1Y | +208.5% | +17.9% | +190.6% | +176.2% |
| 3Y | +906.2% | +174.8% | +731.4% | +400.4% |
| 5Y | +893.4% | +119.9% | +773.5% | +464.4% |
| 10Y | +4,271.9% | +578.8% | +3,693.0% | +1,219.9% |
| All | +4,271.9% | +614.4% | +3,657.4% | +1,219.9% |
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