+995.4%
TER vs MS
+549.7%
+445.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.9% |
| 7D | +14.4% | +5.1% | +9.3% | +10.7% |
| 30D | -30.6% | +5.7% | -36.2% | -32.9% |
| 3M | -39.2% | -12.2% | -27.0% | -33.0% |
| 6M | -31.3% | -0.5% | -30.8% | -30.2% |
| YTD | +29.1% | +9.8% | +19.3% | +23.1% |
| 1Y | +47.4% | +17.7% | +29.7% | +34.5% |
| 3Y | +191.2% | +176.8% | +14.4% | +49.5% |
| 5Y | +74.0% | +123.7% | -49.7% | +1.2% |
| All | +995.4% | +549.7% | +445.7% | +242.8% |
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