+51.2%
JNJ vs MS
+22.2%
+29.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +3.9% |
| 7D | +1.9% | +2.6% | -0.7% | +2.0% |
| 30D | +9.2% | +2.6% | +6.6% | +9.3% |
| 3M | +8.9% | -10.1% | +19.0% | +7.9% |
| 6M | +24.6% | +4.4% | +20.2% | +24.5% |
| YTD | +35.7% | +11.7% | +23.9% | +35.9% |
| 1Y | +51.2% | +20.9% | +30.3% | +51.5% |
| All | +51.2% | +22.2% | +29.0% | +51.5% |
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 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