+195.2%
MCD vs MS
+544.7%
-349.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -1.6% | +3.7% | -5.3% | -2.5% |
| 30D | +16.0% | +2.0% | +14.1% | +15.4% |
| 3M | 0.0% | -12.6% | +12.5% | +3.1% |
| 6M | +0.9% | -0.3% | +1.2% | +0.1% |
| YTD | -8.7% | +9.0% | -17.7% | -12.2% |
| 1Y | -8.6% | +13.9% | -22.4% | -13.2% |
| 3Y | +9.9% | +173.6% | -163.8% | -22.5% |
| 5Y | +22.6% | +122.0% | -99.3% | -9.3% |
| All | +195.2% | +544.7% | -349.5% | +48.0% |
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