+143.3%
DELL vs MS
+22.2%
+121.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.1% | -12.3% |
| 7D | -24.6% | +2.6% | -27.2% | -26.4% |
| 30D | -32.5% | +2.6% | -35.1% | -33.9% |
| 3M | -20.2% | -10.1% | -10.1% | -12.7% |
| 6M | +76.5% | +4.4% | +72.1% | +83.1% |
| YTD | +198.9% | +11.7% | +187.2% | +198.3% |
| 1Y | +143.3% | +20.9% | +122.4% | +124.6% |
| All | +143.3% | +22.2% | +121.1% | +124.6% |
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