+387.7%
V vs MS
+802.6%
-414.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | -1.7% | +1.4% | -3.1% | -2.3% |
| 30D | +2.0% | -0.3% | +2.2% | +1.9% |
| 3M | +17.4% | +0.3% | +17.1% | +16.3% |
| 6M | +17.5% | +31.3% | -13.8% | +2.7% |
| YTD | +7.6% | +24.7% | -17.1% | -4.3% |
| 1Y | +7.7% | +47.9% | -40.2% | -11.7% |
| 3Y | +54.7% | +178.3% | -123.7% | -8.9% |
| 5Y | +73.0% | +144.9% | -71.8% | +6.2% |
| All | +387.7% | +802.6% | -414.9% | +57.3% |
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