+68.5%
BMY vs MS
+616.2%
-547.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | +4.1% | -3.8% | +7.9% | +4.8% |
| 3M | -2.1% | -14.6% | +12.5% | +1.1% |
| 6M | +12.2% | -5.1% | +17.3% | +12.8% |
| YTD | +20.3% | +4.5% | +15.8% | +17.8% |
| 1Y | +39.2% | +13.5% | +25.6% | +33.6% |
| 3Y | +35.6% | +160.4% | -124.8% | +4.5% |
| 5Y | +28.6% | +112.9% | -84.3% | +2.3% |
| All | +68.5% | +616.2% | -547.6% | -14.7% |
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 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