-38.7%
NOW vs MS
+22.2%
-60.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.6% | -0.7% |
| 7D | -27.5% | +2.6% | -30.2% | -27.7% |
| 30D | -20.0% | +2.6% | -22.6% | -20.2% |
| 3M | -7.9% | -10.1% | +2.2% | -7.2% |
| 6M | +18.3% | +4.4% | +13.9% | +14.7% |
| YTD | -29.0% | +11.7% | -40.7% | -32.0% |
| 1Y | -38.7% | +20.9% | -59.7% | -43.0% |
| All | -38.7% | +22.2% | -60.9% | -43.0% |
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