-3.5%
MCD vs MS
+16.8%
-20.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.9% |
| 7D | +5.9% | +0.7% | +5.2% | +6.0% |
| 30D | +19.6% | -0.9% | +20.6% | +19.5% |
| 3M | +3.3% | -13.0% | +16.2% | +2.0% |
| 6M | +3.5% | -2.0% | +5.5% | +2.5% |
| YTD | -6.1% | +7.8% | -13.9% | -6.8% |
| All | -3.5% | +16.8% | -20.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling