+3,422.7%
V vs MS
+548.6%
+2,874.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +2.6% |
| 7D | +9.0% | +2.6% | +6.3% | +8.1% |
| 30D | +18.1% | +2.6% | +15.5% | +17.1% |
| 3M | +18.3% | -10.1% | +28.4% | +21.9% |
| 6M | +34.1% | +4.4% | +29.7% | +31.3% |
| YTD | +25.2% | +11.7% | +13.5% | +19.6% |
| 1Y | +29.3% | +20.9% | +8.4% | +20.5% |
| 3Y | +83.4% | +177.1% | -93.8% | +30.9% |
| 5Y | +117.2% | +127.7% | -10.6% | +63.0% |
| 10Y | +483.0% | +684.1% | -201.1% | +199.7% |
| All | +3,422.7% | +548.6% | +2,874.1% | +1,563.9% |
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