+455.5%
V vs MS
+576.8%
-121.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.4% |
| 30D | +9.9% | -0.7% | +10.6% | +10.0% |
| 3M | +17.5% | -12.4% | +29.9% | +23.9% |
| 6M | +33.5% | -1.7% | +35.2% | +32.6% |
| YTD | +21.6% | +8.0% | +13.5% | +14.6% |
| 1Y | +27.6% | +16.2% | +11.4% | +16.2% |
| 3Y | +76.4% | +171.3% | -94.9% | +4.0% |
| 5Y | +103.8% | +124.8% | -20.9% | +28.7% |
| 10Y | +455.5% | +553.7% | -98.2% | +123.0% |
| All | +455.5% | +576.8% | -121.3% | +123.0% |
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