+1,381.0%
NET vs MS
+437.2%
+943.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -4.8% |
| 7D | -16.4% | +2.6% | -19.0% | -17.5% |
| 30D | -25.8% | +2.6% | -28.5% | -26.9% |
| 3M | -11.5% | -10.1% | -1.4% | -6.5% |
| 6M | +18.9% | +4.4% | +14.5% | +15.5% |
| YTD | +35.2% | +11.7% | +23.5% | +25.8% |
| 1Y | +14.5% | +20.9% | -6.5% | +2.1% |
| 3Y | +313.8% | +177.1% | +136.7% | +138.6% |
| 5Y | +32.6% | +127.7% | -95.2% | -16.4% |
| All | +1,381.0% | +437.2% | +943.8% | +669.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling