+152.5%
ADBE vs MS
+803.8%
-651.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.2% |
| 7D | -10.1% | +2.5% | -12.5% | -10.9% |
| 30D | -3.0% | 0.0% | -3.0% | -3.1% |
| 3M | +5.0% | +2.4% | +2.6% | +3.0% |
| 6M | -9.3% | +36.4% | -45.7% | -21.1% |
| YTD | -26.5% | +23.8% | -50.3% | -33.9% |
| 1Y | -28.3% | +48.6% | -76.9% | -40.4% |
| 3Y | -54.1% | +179.1% | -233.2% | -71.6% |
| 5Y | -61.2% | +144.8% | -206.0% | -75.0% |
| 10Y | +152.5% | +794.2% | -641.7% | -4.1% |
| All | +152.5% | +803.8% | -651.3% | -4.1% |
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