+81.9%
IBM vs MS
+159.2%
-77.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -0.9% |
| 7D | -4.3% | -3.4% | -0.9% | -3.3% |
| 30D | +11.7% | -3.9% | +15.6% | +13.0% |
| 3M | +5.5% | -15.9% | +21.4% | +11.3% |
| 6M | +9.5% | -2.5% | +11.9% | +8.6% |
| YTD | -14.9% | +5.1% | -20.0% | -17.9% |
| 1Y | -17.4% | +13.0% | -30.3% | -22.2% |
| All | +81.9% | +159.2% | -77.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling