+87,342.4%
AAPL vs MS
+5,088.7%
+82,253.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.7% | -1.6% | +0.9% | -0.2% |
| 30D | +1.7% | -3.8% | +5.5% | +2.7% |
| 3M | +9.7% | -14.6% | +24.3% | +14.6% |
| 6M | +19.3% | -5.1% | +24.4% | +20.3% |
| YTD | +26.3% | +4.5% | +21.8% | +23.3% |
| 1Y | +27.4% | +13.5% | +13.8% | +21.3% |
| 3Y | +93.6% | +160.4% | -66.8% | +42.5% |
| 5Y | +131.7% | +112.9% | +18.8% | +79.6% |
| 10Y | +1,268.5% | +633.4% | +635.1% | +624.2% |
| All | +87,342.4% | +5,088.7% | +82,253.6% | +23,420.0% |
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 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