+449.7%
V vs MS
+616.2%
-166.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +2.2% | -1.6% | +3.7% | +2.9% |
| 30D | +13.6% | -3.8% | +17.4% | +15.3% |
| 3M | +14.3% | -14.6% | +28.9% | +21.9% |
| 6M | +33.1% | -5.1% | +38.2% | +34.2% |
| YTD | +21.2% | +4.5% | +16.7% | +16.0% |
| 1Y | +26.4% | +13.5% | +12.9% | +16.4% |
| 3Y | +77.6% | +160.4% | -82.8% | +7.1% |
| 5Y | +102.6% | +112.9% | -10.3% | +31.7% |
| All | +449.7% | +616.2% | -166.5% | +122.8% |
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