-57.7%
ADBE vs MS
+157.8%
-215.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.8% |
| 7D | -4.4% | -1.6% | -2.8% | -4.1% |
| 30D | +2.8% | -3.8% | +6.6% | +3.4% |
| 3M | -8.0% | -14.6% | +6.6% | -5.3% |
| 6M | -4.3% | -5.1% | +0.7% | -5.0% |
| YTD | -31.6% | +4.5% | -36.1% | -34.2% |
| 1Y | -26.9% | +13.5% | -40.4% | -31.4% |
| 3Y | -57.7% | +160.4% | -218.1% | -65.8% |
| All | -57.7% | +157.8% | -215.5% | -65.8% |
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 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