+556.2%
MS vs AXP
+428.9%
+127.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -1.7% | -2.9% | +1.1% | +0.4% |
| 30D | +0.9% | +3.7% | -2.8% | -1.6% |
| 3M | -10.8% | -4.9% | -5.9% | -7.7% |
| 6M | +0.9% | +4.1% | -3.2% | -2.4% |
| YTD | +9.8% | -11.7% | +21.5% | +18.8% |
| 1Y | +17.1% | -11.7% | +28.8% | +26.6% |
| 3Y | +175.7% | +116.5% | +59.2% | +54.4% |
| 5Y | +125.9% | +89.5% | +36.4% | +34.3% |
| 10Y | +556.2% | +424.9% | +131.3% | +65.1% |
| All | +556.2% | +428.9% | +127.3% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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