+84.8%
MRK vs MS
+49.4%
+35.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +1.3% | +1.4% | 0.0% | +1.4% |
| 30D | +17.1% | -0.3% | +17.4% | +17.1% |
| 3M | +25.9% | +0.3% | +25.6% | +25.7% |
| 6M | +26.8% | +31.3% | -4.5% | +26.5% |
| YTD | +44.9% | +24.7% | +20.3% | +44.1% |
| 1Y | +84.8% | +47.9% | +36.9% | +91.5% |
| All | +84.8% | +49.4% | +35.4% | +91.5% |
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