+31,416.6%
AVGO vs MS
+889.1%
+30,527.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -3.0% | +1.4% | -4.3% | -3.6% |
| 30D | -14.4% | -0.3% | -14.2% | -14.4% |
| 3M | -14.4% | +0.3% | -14.7% | -14.6% |
| 6M | +13.1% | +31.3% | -18.2% | -0.9% |
| YTD | +3.8% | +24.7% | -20.9% | -7.1% |
| 1Y | +17.8% | +47.9% | -30.1% | -2.6% |
| 3Y | +325.3% | +178.3% | +146.9% | +162.5% |
| 5Y | +689.9% | +144.9% | +545.0% | +410.3% |
| 10Y | +2,597.0% | +804.5% | +1,792.5% | +860.1% |
| All | +31,416.6% | +889.1% | +30,527.5% | +10,009.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling