+115,523.9%
KLAC vs MS
+6,088.6%
+109,435.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.1% | +7.2% |
| 7D | +5.7% | +1.4% | +4.4% | +5.1% |
| 30D | -3.6% | -0.3% | -3.4% | -3.5% |
| 3M | -12.8% | +0.3% | -13.1% | -12.7% |
| 6M | +26.1% | +31.3% | -5.3% | +12.9% |
| YTD | +53.3% | +24.7% | +28.7% | +40.3% |
| 1Y | +113.7% | +47.9% | +65.8% | +82.5% |
| 3Y | +274.9% | +178.3% | +96.5% | +145.9% |
| 5Y | +470.1% | +144.9% | +325.3% | +296.0% |
| 10Y | +2,997.0% | +804.5% | +2,192.5% | +1,177.8% |
| All | +115,523.9% | +6,088.6% | +109,435.3% | +11,156.0% |
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