+6,393.7%
JPM vs MS
+5,088.7%
+1,304.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.8% | -1.6% | +0.8% | +0.1% |
| 30D | +1.5% | -3.8% | +5.3% | +3.4% |
| 3M | -5.7% | -14.6% | +8.9% | +2.3% |
| 6M | +7.2% | -5.1% | +12.3% | +9.6% |
| YTD | +5.8% | +4.5% | +1.3% | +2.2% |
| 1Y | +8.8% | +13.5% | -4.8% | +0.5% |
| 3Y | +147.4% | +160.4% | -13.0% | +45.6% |
| 5Y | +125.3% | +112.9% | +12.5% | +46.0% |
| 10Y | +540.5% | +633.4% | -92.9% | +119.9% |
| All | +6,393.7% | +5,088.7% | +1,304.9% | +605.5% |
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 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