+112.5%
NET vs MS
+145.3%
-32.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.2% |
| 7D | -7.0% | +1.4% | -8.4% | -8.0% |
| 30D | -4.8% | -0.3% | -4.5% | -4.4% |
| 3M | +3.8% | +0.3% | +3.5% | +3.0% |
| 6M | +50.0% | +31.3% | +18.7% | +15.4% |
| YTD | +41.5% | +24.7% | +16.8% | +13.2% |
| 1Y | +32.8% | +47.9% | -15.1% | -10.1% |
| 3Y | +335.9% | +178.3% | +157.5% | +44.7% |
| All | +112.5% | +145.3% | -32.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling