+9,604.9%
ADBE vs MS
+5,263.8%
+4,341.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.8% | +0.8% | -4.6% | -4.2% |
| 30D | -2.3% | -0.7% | -1.6% | -2.4% |
| 3M | -13.3% | -12.4% | -0.9% | -9.6% |
| 6M | -6.5% | -1.7% | -4.7% | -7.2% |
| YTD | -32.4% | +8.0% | -40.4% | -35.5% |
| 1Y | -28.0% | +16.2% | -44.2% | -33.2% |
| 3Y | -60.4% | +171.3% | -231.7% | -73.3% |
| 5Y | -63.4% | +124.8% | -188.2% | -73.8% |
| 10Y | +127.4% | +553.7% | -426.2% | +6.3% |
| All | +9,604.9% | +5,263.8% | +4,341.2% | +1,443.6% |
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