+22.7%
MCD vs MS
+111.6%
-88.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +7.1% | -1.6% | +8.7% | +7.3% |
| 30D | +19.8% | -3.8% | +23.5% | +20.3% |
| 3M | +0.8% | -14.6% | +15.4% | +2.5% |
| 6M | -1.3% | -5.1% | +3.8% | -1.3% |
| YTD | -7.8% | +4.5% | -12.3% | -9.2% |
| 1Y | -5.0% | +13.5% | -18.5% | -7.6% |
| 3Y | +10.5% | +160.4% | -149.9% | -10.7% |
| All | +22.7% | +111.6% | -88.9% | +2.1% |
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