+143.6%
IBM vs MS
+575.8%
-432.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | -1.7% | -1.7% | 0.0% | -1.1% |
| 30D | +10.1% | +0.9% | +9.2% | +9.5% |
| 3M | +4.8% | -10.8% | +15.7% | +9.4% |
| 6M | +12.6% | +0.9% | +11.7% | +10.8% |
| YTD | -13.9% | +9.8% | -23.7% | -18.4% |
| 1Y | -18.7% | +17.1% | -35.8% | -25.0% |
| 3Y | +81.9% | +175.7% | -93.8% | +15.2% |
| 5Y | +148.3% | +125.9% | +22.5% | +66.3% |
| 10Y | +143.6% | +556.2% | -412.5% | +5.7% |
| All | +143.6% | +575.8% | -432.2% | +5.7% |
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 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