+474.0%
AVGO vs MS
+111.6%
+362.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.1% |
| 7D | -9.9% | -1.6% | -8.4% | -8.9% |
| 30D | -22.0% | -3.8% | -18.2% | -19.9% |
| 3M | -30.0% | -14.6% | -15.4% | -22.7% |
| 6M | -30.7% | -5.1% | -25.7% | -28.7% |
| YTD | -14.7% | +4.5% | -19.2% | -18.0% |
| 1Y | -16.8% | +13.5% | -30.3% | -24.0% |
| 3Y | +244.4% | +160.4% | +84.0% | +90.4% |
| All | +474.0% | +111.6% | +362.4% | +239.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling