+578.8%
MS vs HON
+167.2%
+411.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -0.9% | 0.0% |
| 7D | +0.7% | +2.3% | -1.6% | -1.0% |
| 30D | -0.9% | +10.2% | -11.2% | -8.3% |
| 3M | -13.0% | -6.7% | -6.3% | -8.7% |
| 6M | -2.0% | +3.3% | -5.3% | -6.9% |
| YTD | +7.8% | +13.4% | -5.7% | -6.4% |
| 1Y | +17.9% | +14.7% | +3.1% | +1.2% |
| 3Y | +174.8% | +33.4% | +141.4% | +98.6% |
| 5Y | +119.9% | +12.7% | +107.1% | +82.1% |
| 10Y | +578.8% | +164.1% | +414.7% | +170.8% |
| All | +578.8% | +167.2% | +411.6% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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