+1,210.4%
AAPL vs MS
+803.8%
+406.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | -2.7% | +2.5% | -5.2% | -3.8% |
| 30D | +1.0% | 0.0% | +1.1% | +0.9% |
| 3M | +5.0% | +2.4% | +2.5% | +3.1% |
| 6M | +23.0% | +36.4% | -13.4% | +6.1% |
| YTD | +16.6% | +23.8% | -7.2% | +4.6% |
| 1Y | +33.4% | +48.6% | -15.2% | +9.8% |
| 3Y | +79.9% | +179.1% | -99.3% | +7.9% |
| 5Y | +109.0% | +144.8% | -35.8% | +30.7% |
| 10Y | +1,210.4% | +794.2% | +416.3% | +380.8% |
| All | +1,210.4% | +803.8% | +406.7% | +380.8% |
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