+1,612.0%
LLY vs MS
+802.6%
+809.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.4% |
| 30D | -1.6% | -0.3% | -1.4% | -1.6% |
| 3M | +2.3% | +0.3% | +2.0% | +1.9% |
| 6M | +14.9% | +31.3% | -16.4% | +7.6% |
| YTD | +7.5% | +24.7% | -17.2% | +1.4% |
| 1Y | +55.7% | +47.9% | +7.8% | +40.9% |
| 3Y | +110.6% | +178.3% | -67.7% | +62.1% |
| 5Y | +363.4% | +144.9% | +218.5% | +261.0% |
| All | +1,612.0% | +802.6% | +809.4% | +714.0% |
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 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