+2,043.2%
LLY vs MS
+616.2%
+1,427.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -4.5% | -1.6% | -2.9% | -4.2% |
| 30D | +13.9% | -3.8% | +17.7% | +14.7% |
| 3M | +13.8% | -14.6% | +28.4% | +17.3% |
| 6M | +37.6% | -5.1% | +42.7% | +38.1% |
| YTD | +26.6% | +4.5% | +22.1% | +23.8% |
| 1Y | +45.3% | +13.5% | +31.8% | +39.3% |
| 3Y | +132.2% | +160.4% | -28.2% | +81.2% |
| 5Y | +434.7% | +112.9% | +321.8% | +329.3% |
| All | +2,043.2% | +616.2% | +1,427.0% | +1,021.0% |
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