+2,024.1%
LLY vs MS
+576.8%
+1,447.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +21.5% | -0.7% | +22.1% | +21.5% |
| 3M | +16.4% | -12.4% | +28.8% | +19.4% |
| 6M | +51.5% | -1.7% | +53.2% | +51.0% |
| YTD | +33.9% | +8.0% | +25.9% | +30.1% |
| 1Y | +49.1% | +16.2% | +32.9% | +42.4% |
| 3Y | +144.6% | +171.3% | -26.7% | +89.9% |
| 5Y | +466.3% | +124.8% | +341.6% | +350.8% |
| 10Y | +2,024.1% | +553.7% | +1,470.5% | +1,228.4% |
| All | +2,024.1% | +576.8% | +1,447.3% | +1,228.4% |
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