+18.2%
TER vs MS
+12.8%
+5.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.2% |
| 7D | -20.5% | -1.6% | -18.9% | -18.8% |
| 30D | -47.0% | -3.8% | -43.2% | -44.4% |
| 3M | -43.3% | -14.6% | -28.7% | -32.1% |
| 6M | -42.9% | -5.1% | -37.8% | -38.8% |
| YTD | +12.9% | +4.5% | +8.4% | +6.6% |
| 1Y | +18.2% | +13.5% | +4.6% | -0.7% |
| All | +18.2% | +12.8% | +5.4% | -0.7% |
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