+4,409.5%
MCD vs MS
+5,447.1%
-1,037.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +5.9% |
| 7D | +11.9% | +2.6% | +9.2% | +11.4% |
| 30D | +20.2% | +2.6% | +17.6% | +19.7% |
| 3M | +5.2% | -10.1% | +15.3% | +6.8% |
| 6M | 0.0% | +4.4% | -4.4% | -1.1% |
| YTD | -6.5% | +11.7% | -18.3% | -8.8% |
| 1Y | -3.9% | +20.9% | -24.9% | -7.5% |
| 3Y | +12.5% | +177.1% | -164.7% | -6.6% |
| 5Y | +24.2% | +127.7% | -103.5% | +5.5% |
| 10Y | +220.9% | +684.1% | -463.2% | +120.3% |
| All | +4,409.5% | +5,447.1% | -1,037.6% | +1,565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling