+181.3%
MS vs AXP
+110.9%
+70.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.5% |
| 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% | +34.2% |
| 1Y | +47.9% | -0.3% | +48.2% | +45.5% |
| All | +181.3% | +110.9% | +70.4% | +69.8% |
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