+21.6%
MCD vs MS
+145.3%
-123.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | -6.0% | -0.3% | -5.8% | -6.0% |
| 3M | -5.6% | +0.3% | -5.9% | -5.8% |
| 6M | -21.9% | +31.3% | -53.2% | -24.9% |
| YTD | -14.7% | +24.7% | -39.4% | -17.6% |
| 1Y | -17.3% | +47.9% | -65.2% | -22.2% |
| 3Y | -2.2% | +178.3% | -180.5% | -20.1% |
| All | +21.6% | +145.3% | -123.7% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling