+1,006.2%
TER vs MS
+576.8%
+429.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -8.9% | +0.8% | -9.7% | -9.1% |
| 30D | -39.1% | -0.7% | -38.4% | -38.4% |
| 3M | -32.8% | -12.4% | -20.4% | -25.8% |
| 6M | -31.7% | -1.7% | -30.0% | -30.0% |
| YTD | +26.9% | +8.0% | +18.9% | +22.4% |
| 1Y | +33.6% | +16.2% | +17.4% | +23.0% |
| 3Y | +181.5% | +171.3% | +10.2% | +46.5% |
| 5Y | +76.1% | +124.8% | -48.6% | +2.2% |
| 10Y | +1,006.2% | +553.7% | +452.5% | +252.3% |
| All | +1,006.2% | +576.8% | +429.4% | +252.3% |
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 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