+537.0%
MS vs LEN
+136.8%
+400.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.3% |
| 7D | +3.7% | -8.7% | +12.4% | +6.7% |
| 30D | +2.0% | +11.6% | -9.6% | -2.1% |
| 3M | -12.6% | -1.3% | -11.3% | -13.0% |
| 6M | -0.3% | -1.4% | +1.2% | -1.4% |
| YTD | +9.0% | -16.9% | +25.8% | +13.0% |
| 1Y | +13.9% | -31.2% | +45.0% | +25.5% |
| 3Y | +173.6% | -25.6% | +199.2% | +181.0% |
| 5Y | +122.0% | -13.3% | +135.2% | +108.3% |
| All | +537.0% | +136.8% | +400.2% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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