+886.2%
TER vs MS
+616.2%
+270.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.0% |
| 7D | -20.5% | -1.6% | -18.9% | -19.5% |
| 30D | -47.0% | -3.8% | -43.2% | -45.4% |
| 3M | -43.3% | -14.6% | -28.7% | -36.4% |
| 6M | -42.9% | -5.1% | -37.8% | -40.1% |
| YTD | +12.9% | +4.5% | +8.4% | +11.3% |
| 1Y | +18.2% | +13.5% | +4.6% | +10.5% |
| 3Y | +151.8% | +160.4% | -8.6% | +35.3% |
| 5Y | +54.2% | +112.9% | -58.6% | -6.9% |
| All | +886.2% | +616.2% | +270.0% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling