+26,514.2%
LLY vs MS
+5,117.3%
+21,396.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.2% | -2.6% |
| 7D | -0.7% | -3.4% | +2.7% | 0.0% |
| 30D | +17.9% | -3.9% | +21.8% | +18.7% |
| 3M | +16.8% | -15.9% | +32.7% | +20.5% |
| 6M | +38.4% | -2.5% | +40.9% | +38.3% |
| YTD | +27.6% | +5.1% | +22.5% | +25.1% |
| 1Y | +48.3% | +13.0% | +35.4% | +43.4% |
| 3Y | +145.4% | +160.7% | -15.3% | +99.2% |
| 5Y | +438.9% | +114.0% | +324.9% | +348.1% |
| 10Y | +2,101.6% | +637.5% | +1,464.2% | +1,284.6% |
| All | +26,514.2% | +5,117.3% | +21,396.8% | +7,267.5% |
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