+77.6%
V vs MS
+159.2%
-81.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -1.7% |
| 7D | +2.9% | -3.4% | +6.3% | +3.8% |
| 30D | +14.0% | -3.9% | +17.9% | +15.1% |
| 3M | +14.9% | -15.9% | +30.8% | +19.7% |
| 6M | +31.7% | -2.5% | +34.2% | +30.9% |
| YTD | +21.2% | +5.1% | +16.1% | +17.1% |
| 1Y | +25.3% | +13.0% | +12.3% | +18.2% |
| All | +77.6% | +159.2% | -81.7% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling