+7,630.8%
TER vs MS
+5,447.1%
+2,183.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.2% | -11.1% | -8.8% |
| 7D | -19.9% | +2.6% | -22.5% | -21.0% |
| 30D | -43.5% | +2.6% | -46.1% | -44.3% |
| 3M | -37.8% | -10.1% | -27.7% | -34.6% |
| 6M | -25.6% | +4.4% | -29.9% | -26.6% |
| YTD | +29.8% | +11.7% | +18.1% | +24.4% |
| 1Y | +43.2% | +20.9% | +22.2% | +32.5% |
| 3Y | +189.3% | +177.1% | +12.2% | +82.3% |
| 5Y | +76.9% | +127.7% | -50.8% | +22.2% |
| 10Y | +1,059.7% | +684.1% | +375.6% | +347.4% |
| All | +7,630.8% | +5,447.1% | +2,183.7% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling