+808.5%
MS vs AXP
+474.4%
+334.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.9% |
| 30D | -0.3% | -6.5% | +6.3% | +4.6% |
| 3M | +0.3% | +4.6% | -4.3% | -3.3% |
| 6M | +31.3% | +5.4% | +25.9% | +25.8% |
| YTD | +24.7% | -11.1% | +35.8% | +34.3% |
| 1Y | +47.9% | -0.3% | +48.2% | +45.8% |
| 3Y | +178.3% | +111.6% | +66.8% | +58.9% |
| 5Y | +144.9% | +117.6% | +27.3% | +31.1% |
| All | +808.5% | +474.4% | +334.1% | +148.2% |
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