+4,183.2%
DELL vs MS
+810.5%
+3,372.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +14.9% | +1.4% | +13.5% | +14.1% |
| 30D | +13.3% | -0.3% | +13.5% | +13.7% |
| 3M | +24.4% | +0.3% | +24.1% | +25.1% |
| 6M | +258.0% | +31.3% | +226.7% | +211.6% |
| YTD | +320.2% | +24.7% | +295.5% | +273.2% |
| 1Y | +319.1% | +47.9% | +271.1% | +238.4% |
| 3Y | +706.5% | +178.3% | +528.2% | +366.2% |
| 5Y | +1,071.9% | +144.9% | +927.0% | +610.8% |
| All | +4,183.2% | +810.5% | +3,372.7% | +1,317.6% |
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 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