-63.7%
ADBE vs MS
+123.4%
-187.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -3.2% | +3.7% | -6.9% | -4.5% |
| 30D | +1.0% | +2.0% | -1.0% | -0.1% |
| 3M | -7.8% | -12.6% | +4.7% | -3.6% |
| 6M | -1.0% | -0.3% | -0.7% | -3.0% |
| YTD | -31.8% | +9.0% | -40.8% | -36.2% |
| 1Y | -29.2% | +13.9% | -43.1% | -35.2% |
| 3Y | -60.1% | +173.6% | -233.7% | -77.4% |
| 5Y | -63.7% | +122.0% | -185.7% | -77.8% |
| All | -63.7% | +123.4% | -187.1% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling