+262.2%
AVGO vs MS
+173.4%
+88.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.7% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | -8.2% | -0.7% | -7.5% | -7.5% |
| 3M | -21.3% | -12.4% | -8.9% | -13.9% |
| 6M | -22.5% | -1.7% | -20.8% | -22.0% |
| YTD | -3.6% | +8.0% | -11.6% | -9.7% |
| 1Y | -6.7% | +16.2% | -22.9% | -16.9% |
| All | +262.2% | +173.4% | +88.8% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling