+22,314.2%
LLY vs MS
+6,088.6%
+16,225.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| YTD | +7.5% | +24.7% | -17.2% | +2.1% |
| 1Y | +55.7% | +47.9% | +7.8% | +43.0% |
| 3Y | +110.6% | +178.3% | -67.7% | +68.9% |
| 5Y | +363.4% | +144.9% | +218.5% | +275.6% |
| 10Y | +1,649.0% | +804.5% | +844.4% | +959.1% |
| All | +22,314.2% | +6,088.6% | +16,225.6% | +5,913.5% |
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