+5,626.0%
MS vs AXP
+8,596.4%
-2,970.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.1% | +2.5% |
| 7D | +2.6% | +4.6% | -2.0% | -1.1% |
| 30D | +2.6% | +9.7% | -7.1% | -5.0% |
| 3M | -10.1% | -3.8% | -6.3% | -7.4% |
| 6M | +4.4% | +4.8% | -0.4% | -0.3% |
| YTD | +11.7% | -9.1% | +20.8% | +19.1% |
| 1Y | +20.9% | -6.7% | +27.6% | +25.9% |
| 3Y | +177.1% | +125.2% | +51.9% | +36.6% |
| 5Y | +127.7% | +105.0% | +22.8% | +14.9% |
| 10Y | +684.1% | +481.5% | +202.6% | +52.1% |
| All | +5,626.0% | +8,596.4% | -2,970.3% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling