+2,409.1%
MRK vs MS
+5,088.7%
-2,679.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | -1.6% | -0.3% | -1.6% |
| 30D | +2.8% | -3.8% | +6.5% | +3.4% |
| 3M | +15.0% | -14.6% | +29.6% | +18.2% |
| 6M | +30.9% | -5.1% | +36.0% | +31.6% |
| YTD | +42.3% | +4.5% | +37.8% | +40.0% |
| 1Y | +76.1% | +13.5% | +62.5% | +70.5% |
| 3Y | +54.1% | +160.4% | -106.3% | +25.9% |
| 5Y | +109.5% | +112.9% | -3.4% | +75.1% |
| 10Y | +254.8% | +633.4% | -378.6% | +126.6% |
| All | +2,409.1% | +5,088.7% | -2,679.6% | +689.1% |
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 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