+4,006.1%
IBM vs MS
+6,088.6%
-2,082.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +1.4% | -1.7% | -0.6% |
| 30D | +0.3% | -0.3% | +0.5% | +0.3% |
| 3M | -21.6% | +0.3% | -21.9% | -22.1% |
| 6M | -4.7% | +31.3% | -36.0% | -11.5% |
| YTD | -19.1% | +24.7% | -43.7% | -23.9% |
| 1Y | -2.5% | +47.9% | -50.4% | -12.1% |
| 3Y | +74.2% | +178.3% | -104.2% | +32.6% |
| 5Y | +113.1% | +144.9% | -31.8% | +65.4% |
| 10Y | +133.5% | +804.5% | -671.0% | +29.8% |
| All | +4,006.1% | +6,088.6% | -2,082.5% | +883.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling