+263,909.3%
AMZN vs MS
+2,274.9%
+261,634.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.3% |
| 7D | -3.0% | +1.4% | -4.3% | -3.5% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | +1.9% | +0.3% | +1.6% | +1.4% |
| 6M | +19.2% | +31.3% | -12.1% | +6.7% |
| YTD | +12.0% | +24.7% | -12.7% | +1.9% |
| 1Y | +9.7% | +47.9% | -38.2% | -6.8% |
| 3Y | +87.2% | +178.3% | -91.2% | +23.1% |
| 5Y | +48.7% | +144.9% | -96.2% | +2.5% |
| 10Y | +569.3% | +804.5% | -235.2% | +158.1% |
| All | +263,909.3% | +2,274.9% | +261,634.4% | +22,368.5% |
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