+17.1%
TER vs MS
+31.3%
-14.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.1% |
| 7D | +0.6% | +1.4% | -0.8% | -1.2% |
| 30D | -8.3% | -0.3% | -8.0% | -8.0% |
| 3M | -12.2% | +0.3% | -12.5% | -13.0% |
| 6M | +17.1% | +31.3% | -14.3% | -23.2% |
| All | +17.1% | +31.3% | -14.3% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling