+196.5%
MCD vs MS
+549.6%
-353.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -3.0% |
| 7D | -1.9% | -1.7% | -0.2% | -1.6% |
| 30D | +16.6% | +0.9% | +15.7% | +16.2% |
| 3M | +0.9% | -10.8% | +11.8% | +3.6% |
| 6M | +1.5% | +0.9% | +0.6% | +0.3% |
| YTD | -8.3% | +9.8% | -18.1% | -12.0% |
| 1Y | -8.1% | +17.1% | -25.2% | -13.4% |
| 3Y | +10.3% | +175.7% | -165.4% | -22.3% |
| 5Y | +23.4% | +125.9% | -102.4% | -9.2% |
| All | +196.5% | +549.6% | -353.1% | +48.3% |
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