+27,552.8%
LLY vs MS
+5,447.1%
+22,105.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -0.2% |
| 7D | +10.1% | +2.6% | +7.4% | +9.5% |
| 30D | +24.0% | +2.6% | +21.4% | +23.3% |
| 3M | +27.3% | -10.1% | +37.4% | +29.7% |
| 6M | +47.0% | +4.4% | +42.6% | +44.9% |
| YTD | +32.6% | +11.7% | +20.8% | +28.5% |
| 1Y | +57.3% | +20.9% | +36.4% | +50.1% |
| 3Y | +154.9% | +177.1% | -22.2% | +104.6% |
| 5Y | +447.5% | +127.7% | +319.8% | +349.9% |
| 10Y | +2,187.5% | +684.1% | +1,503.5% | +1,321.8% |
| All | +27,552.8% | +5,447.1% | +22,105.8% | +7,465.4% |
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 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