+178.4%
MS vs AXP
+125.4%
+52.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +2.7% |
| 7D | +2.6% | +4.6% | -2.0% | -0.5% |
| 30D | +2.6% | +9.7% | -7.1% | -3.8% |
| 3M | -10.1% | -3.8% | -6.3% | -7.8% |
| 6M | +4.4% | +4.8% | -0.4% | +0.4% |
| YTD | +11.7% | -9.1% | +20.8% | +18.3% |
| 1Y | +20.9% | -6.7% | +27.6% | +25.4% |
| All | +178.4% | +125.4% | +52.9% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling