+17.8%
AVGO vs MS
+49.4%
-31.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +1.4% | -4.3% | -3.8% |
| 30D | -14.4% | -0.3% | -14.2% | -14.4% |
| 3M | -14.4% | +0.3% | -14.7% | -14.8% |
| 6M | +13.1% | +31.3% | -18.2% | -4.5% |
| YTD | +3.8% | +24.7% | -20.9% | -10.2% |
| 1Y | +17.8% | +47.9% | -30.1% | -3.5% |
| All | +17.8% | +49.4% | -31.6% | -3.5% |
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 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