+4,014.7%
MCD vs MS
+6,088.6%
-2,073.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 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% | -5.9% |
| 6M | -21.9% | +31.3% | -53.2% | -25.5% |
| YTD | -14.7% | +24.7% | -39.4% | -18.2% |
| 1Y | -17.3% | +47.9% | -65.2% | -22.9% |
| 3Y | -2.2% | +178.3% | -180.5% | -18.8% |
| 5Y | +20.3% | +144.9% | -124.6% | +1.0% |
| 10Y | +180.7% | +804.5% | -623.8% | +88.6% |
| All | +4,014.7% | +6,088.6% | -2,073.9% | +1,394.4% |
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