-2.5%
IBM vs MS
+49.4%
-51.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | +0.3% | -0.3% | +0.5% | +0.3% |
| 3M | -21.6% | +0.3% | -21.9% | -22.7% |
| 6M | -4.7% | +31.3% | -36.0% | -18.5% |
| YTD | -19.1% | +24.7% | -43.7% | -28.4% |
| 1Y | -2.5% | +47.9% | -50.4% | -20.1% |
| All | -2.5% | +49.4% | -51.9% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling