+2,755.4%
AVGO vs MS
+803.8%
+1,951.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.4% |
| 7D | -0.3% | +2.5% | -2.8% | -1.7% |
| 30D | -13.8% | 0.0% | -13.8% | -13.9% |
| 3M | -6.9% | +2.4% | -9.4% | -8.4% |
| 6M | +11.9% | +36.4% | -24.5% | -6.4% |
| YTD | +6.9% | +23.8% | -16.9% | -6.2% |
| 1Y | +7.4% | +48.6% | -41.2% | -14.8% |
| 3Y | +345.6% | +179.1% | +166.4% | +149.2% |
| 5Y | +718.9% | +144.8% | +574.1% | +381.9% |
| 10Y | +2,755.4% | +794.2% | +1,961.2% | +817.0% |
| All | +2,755.4% | +803.8% | +1,951.6% | +817.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling