+38.0%
DELL vs MS
-4.5%
+42.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +4.5% |
| 7D | -22.6% | -1.6% | -21.0% | -20.7% |
| 30D | -43.2% | -3.8% | -39.4% | -39.0% |
| 3M | -24.8% | -14.6% | -10.2% | -1.2% |
| 6M | +38.0% | -5.1% | +43.1% | +47.7% |
| All | +38.0% | -4.5% | +42.5% | +47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling