+871.5%
MU vs MS
+173.7%
+697.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.3% |
| 7D | -15.2% | +0.8% | -16.0% | -15.4% |
| 30D | -29.5% | -0.7% | -28.8% | -28.6% |
| 3M | -15.8% | -12.4% | -3.4% | -4.7% |
| 6M | -2.9% | -1.7% | -1.1% | +0.4% |
| YTD | +154.2% | +8.0% | +146.2% | +139.0% |
| 1Y | +186.6% | +16.2% | +170.4% | +152.2% |
| 3Y | +871.5% | +171.3% | +700.2% | +378.3% |
| All | +871.5% | +173.7% | +697.8% | +378.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling