+6,244.8%
MS vs IDXX
+29,626.3%
-23,381.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | +0.1% |
| 7D | +2.5% | -4.6% | +7.0% | +3.8% |
| 30D | 0.0% | -11.3% | +11.3% | +3.4% |
| 3M | +2.4% | -7.3% | +9.7% | +4.2% |
| 6M | +36.4% | -14.5% | +50.9% | +41.8% |
| YTD | +23.8% | -23.1% | +46.9% | +32.6% |
| 1Y | +48.6% | -20.3% | +68.9% | +56.7% |
| 3Y | +179.1% | +11.7% | +167.5% | +159.0% |
| 5Y | +144.8% | -24.4% | +169.2% | +147.8% |
| 10Y | +794.2% | +355.5% | +438.7% | +423.1% |
| All | +6,244.8% | +29,626.3% | -23,381.5% | +1,957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling