+6.7%
AMZN vs MS
+22.2%
-15.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.2% | +1.9% | +4.6% |
| 7D | +4.5% | +2.6% | +1.8% | +3.5% |
| 30D | +5.8% | +2.6% | +3.2% | +4.9% |
| 3M | -4.1% | -10.1% | +6.0% | -1.0% |
| 6M | -2.2% | +4.4% | -6.6% | -4.7% |
| YTD | +15.3% | +11.7% | +3.5% | +8.6% |
| 1Y | +6.7% | +20.9% | -14.2% | -3.4% |
| All | +6.7% | +22.2% | -15.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling