+84.6%
MRK vs MS
+22.2%
+62.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +3.8% |
| 7D | +6.7% | +2.6% | +4.1% | +6.6% |
| 30D | +7.8% | +2.6% | +5.1% | +7.6% |
| 3M | +18.2% | -10.1% | +28.2% | +17.9% |
| 6M | +34.7% | +4.4% | +30.3% | +33.9% |
| YTD | +45.8% | +11.7% | +34.1% | +43.6% |
| 1Y | +84.6% | +20.9% | +63.6% | +78.6% |
| All | +84.6% | +22.2% | +62.4% | +78.6% |
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