-16.8%
AVGO vs MS
+12.8%
-29.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | -9.9% | -1.6% | -8.4% | -8.7% |
| 30D | -22.0% | -3.8% | -18.2% | -19.7% |
| 3M | -30.0% | -14.6% | -15.4% | -22.6% |
| 6M | -30.7% | -5.1% | -25.7% | -28.6% |
| YTD | -14.7% | +4.5% | -19.2% | -19.3% |
| 1Y | -16.8% | +13.5% | -30.3% | -29.2% |
| All | -16.8% | +12.8% | -29.5% | -29.2% |
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