+245.3%
HD vs MS
+575.8%
-330.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | -1.2% | -1.7% | +0.6% | -0.5% |
| 30D | +20.9% | +0.9% | +20.0% | +20.3% |
| 3M | -0.2% | -10.8% | +10.7% | +4.1% |
| 6M | +14.5% | +0.9% | +13.6% | +12.8% |
| YTD | +4.3% | +9.8% | -5.5% | -1.5% |
| 1Y | -3.5% | +17.1% | -20.5% | -11.3% |
| 3Y | +30.1% | +175.7% | -145.6% | -19.7% |
| 5Y | +8.5% | +125.9% | -117.4% | -28.4% |
| 10Y | +245.3% | +556.2% | -310.9% | +46.5% |
| All | +245.3% | +575.8% | -330.6% | +46.5% |
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