+234.3%
MRK vs MS
+803.8%
-569.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | +15.5% | 0.0% | +15.5% | +15.4% |
| 3M | +25.1% | +2.4% | +22.7% | +24.2% |
| 6M | +30.1% | +36.4% | -6.3% | +21.9% |
| YTD | +43.1% | +23.8% | +19.3% | +36.2% |
| 1Y | +82.5% | +48.6% | +33.8% | +67.0% |
| 3Y | +49.3% | +179.1% | -129.8% | +16.8% |
| 5Y | +130.3% | +144.8% | -14.6% | +82.5% |
| 10Y | +234.3% | +794.2% | -559.8% | +56.4% |
| All | +234.3% | +803.8% | -569.4% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling