+32.8%
NET vs MS
+49.4%
-16.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.1% |
| 7D | -7.0% | +1.4% | -8.4% | -7.6% |
| 30D | -4.8% | -0.3% | -4.5% | -4.6% |
| 3M | +3.8% | +0.3% | +3.5% | +3.1% |
| 6M | +50.0% | +31.3% | +18.7% | +28.9% |
| YTD | +41.5% | +24.7% | +16.8% | +24.3% |
| 1Y | +32.8% | +47.9% | -15.1% | +7.5% |
| All | +32.8% | +49.4% | -16.6% | +7.5% |
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 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