+207.8%
JNJ vs MS
+614.4%
-406.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.6% |
| 7D | +4.3% | +0.7% | +3.5% | +4.1% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | +9.4% | -13.0% | +22.3% | +12.0% |
| 6M | +28.8% | -2.0% | +30.8% | +28.6% |
| YTD | +38.5% | +7.8% | +30.7% | +35.2% |
| 1Y | +54.6% | +17.9% | +36.8% | +48.2% |
| 3Y | +108.4% | +174.8% | -66.4% | +63.1% |
| 5Y | +99.6% | +119.9% | -20.2% | +61.6% |
| 10Y | +207.8% | +578.8% | -371.1% | +89.4% |
| All | +207.8% | +614.4% | -406.7% | +89.4% |
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