-8.4%
T vs MS
+12.8%
-21.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -1.0% |
| 7D | +1.0% | -1.6% | +2.6% | +0.8% |
| 30D | -10.6% | -3.8% | -6.8% | -11.0% |
| 3M | -7.7% | -14.6% | +6.9% | -9.9% |
| 6M | -13.3% | -5.1% | -8.2% | -13.4% |
| YTD | -8.8% | +4.5% | -13.3% | -6.6% |
| 1Y | -8.4% | +13.5% | -21.9% | -5.7% |
| All | -8.4% | +12.8% | -21.1% | -5.7% |
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