+138.2%
IBM vs MS
+111.6%
+26.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | -5.0% | -1.6% | -3.4% | -4.5% |
| 30D | +11.1% | -3.8% | +14.9% | +12.3% |
| 3M | +5.7% | -14.6% | +20.3% | +10.9% |
| 6M | +10.1% | -5.1% | +15.2% | +10.6% |
| YTD | -15.6% | +4.5% | -20.1% | -18.1% |
| 1Y | -19.5% | +13.5% | -33.1% | -24.0% |
| 3Y | +80.4% | +160.4% | -80.0% | +29.2% |
| All | +138.2% | +111.6% | +26.6% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling