+86,175.6%
KLAC vs MS
+5,088.7%
+81,086.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | -12.3% | -1.6% | -10.7% | -11.6% |
| 30D | -29.6% | -3.8% | -25.9% | -28.3% |
| 3M | -28.2% | -14.6% | -13.6% | -23.2% |
| 6M | -23.6% | -5.1% | -18.5% | -21.5% |
| YTD | +14.4% | +4.5% | +9.9% | +12.9% |
| 1Y | +15.4% | +13.5% | +1.9% | +10.2% |
| 3Y | +184.3% | +160.4% | +23.9% | +92.9% |
| 5Y | +248.9% | +112.9% | +136.0% | +157.8% |
| 10Y | +2,076.9% | +633.4% | +1,443.5% | +881.8% |
| All | +86,175.6% | +5,088.7% | +81,086.9% | +8,961.7% |
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