+161.8%
MS vs AXP
+120.3%
+41.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -4.3% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -3.9% | +7.0% | -10.9% | -8.3% |
| 3M | -15.9% | -6.6% | -9.3% | -11.9% |
| 6M | -2.5% | +3.5% | -5.9% | -5.3% |
| YTD | +5.1% | -11.2% | +16.3% | +13.1% |
| 1Y | +13.0% | -10.2% | +23.1% | +20.4% |
| All | +161.8% | +120.3% | +41.6% | +45.1% |
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 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