+10,827.2%
ADBE vs MS
+6,088.6%
+4,738.6%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.0% | -6.8% |
| 7D | -8.6% | +1.4% | -10.0% | -9.0% |
| 30D | +2.8% | -0.3% | +3.0% | +2.8% |
| 3M | +3.1% | +0.3% | +2.8% | +2.1% |
| 6M | -2.4% | +31.3% | -33.8% | -12.4% |
| YTD | -23.9% | +24.7% | -48.5% | -30.7% |
| 1Y | -22.6% | +47.9% | -70.5% | -33.8% |
| 3Y | -52.7% | +178.3% | -231.0% | -68.3% |
| 5Y | -60.0% | +144.9% | -204.9% | -72.1% |
| 10Y | +157.3% | +804.5% | -647.2% | +7.7% |
| All | +10,827.2% | +6,088.6% | +4,738.6% | +1,560.4% |
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