+130.3%
MRK vs MS
+144.2%
-13.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -0.9% | +2.5% | -3.4% | -1.1% |
| 30D | +15.5% | 0.0% | +15.5% | +15.4% |
| 3M | +25.1% | +2.4% | +22.7% | +24.7% |
| 6M | +30.1% | +36.4% | -6.3% | +26.3% |
| YTD | +43.1% | +23.8% | +19.3% | +39.9% |
| 1Y | +82.5% | +48.6% | +33.8% | +75.1% |
| 3Y | +49.3% | +179.1% | -129.8% | +32.7% |
| 5Y | +130.3% | +144.8% | -14.6% | +106.1% |
| All | +130.3% | +144.2% | -13.9% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling