+569.8%
DELL vs MS
+123.3%
+446.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.8% | -8.0% | -7.7% |
| 7D | +4.9% | +5.1% | -0.2% | +1.4% |
| 30D | -32.1% | +5.7% | -37.8% | -34.3% |
| 3M | -30.2% | -12.2% | -18.1% | -23.1% |
| 6M | +41.7% | -0.5% | +42.2% | +45.8% |
| YTD | +176.6% | +9.8% | +166.8% | +164.5% |
| 1Y | +159.9% | +17.7% | +142.2% | +137.7% |
| 3Y | +388.0% | +176.8% | +211.1% | +163.8% |
| All | +569.8% | +123.3% | +446.5% | +286.7% |
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 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