+781.0%
MS vs IDXX
+360.5%
+420.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -1.5% | -5.7% | +4.2% | +0.4% |
| 30D | -1.5% | -11.5% | +10.0% | +2.5% |
| 3M | +1.4% | -9.5% | +10.9% | +4.2% |
| 6M | +34.7% | -16.0% | +50.7% | +41.6% |
| YTD | +22.7% | -25.4% | +48.1% | +34.3% |
| 1Y | +40.1% | -21.8% | +61.9% | +49.9% |
| 3Y | +181.4% | +7.0% | +174.4% | +157.8% |
| 5Y | +142.6% | -26.0% | +168.6% | +146.2% |
| All | +781.0% | +360.5% | +420.5% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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