+93.6%
AAPL vs MS
+157.8%
-64.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +1.7% | -3.8% | +5.5% | +2.8% |
| 3M | +9.7% | -14.6% | +24.3% | +15.0% |
| 6M | +19.3% | -5.1% | +24.4% | +19.7% |
| YTD | +26.3% | +4.5% | +21.8% | +21.8% |
| 1Y | +27.4% | +13.5% | +13.8% | +19.0% |
| 3Y | +93.6% | +160.4% | -66.8% | +49.3% |
| All | +93.6% | +157.8% | -64.2% | +49.3% |
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 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