+583.6%
JPM vs MS
+803.8%
-220.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.0% |
| 7D | -0.4% | +2.5% | -2.9% | -2.1% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +14.1% | +2.4% | +11.7% | +11.6% |
| 6M | +23.3% | +36.4% | -13.1% | -2.2% |
| YTD | +11.3% | +23.8% | -12.5% | -6.0% |
| 1Y | +23.0% | +48.6% | -25.6% | -9.1% |
| 3Y | +162.6% | +179.1% | -16.6% | +18.8% |
| 5Y | +152.8% | +144.8% | +7.9% | +23.2% |
| 10Y | +583.6% | +794.2% | -210.5% | +24.1% |
| All | +583.6% | +803.8% | -220.1% | +24.1% |
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