+6,827.9%
JPM vs MS
+6,088.6%
+739.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +0.3% | +1.4% | -1.1% | -0.4% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | +15.9% | +0.3% | +15.6% | +15.3% |
| 6M | +20.9% | +31.3% | -10.4% | +4.0% |
| YTD | +12.9% | +24.7% | -11.8% | -0.5% |
| 1Y | +20.3% | +47.9% | -27.6% | -3.3% |
| 3Y | +160.9% | +178.3% | -17.4% | +48.0% |
| 5Y | +154.8% | +144.9% | +9.9% | +53.4% |
| 10Y | +591.1% | +804.5% | -213.4% | +112.7% |
| All | +6,827.9% | +6,088.6% | +739.3% | +586.9% |
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