+3,063.4%
DELL vs MS
+723.9%
+2,339.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +3.6% |
| 7D | -11.8% | +0.7% | -12.6% | -12.1% |
| 30D | -40.8% | -0.9% | -39.9% | -40.2% |
| 3M | -23.6% | -13.0% | -10.6% | -16.6% |
| 6M | +33.4% | -2.0% | +35.3% | +37.7% |
| YTD | +178.0% | +7.8% | +170.2% | +170.0% |
| 1Y | +138.6% | +17.9% | +120.7% | +120.8% |
| 3Y | +400.9% | +174.8% | +226.1% | +197.9% |
| 5Y | +580.7% | +119.9% | +460.9% | +344.8% |
| 10Y | +2,655.3% | +578.8% | +2,076.4% | +964.2% |
| All | +3,063.4% | +723.9% | +2,339.5% | +1,073.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling