+5,256.1%
MS vs LEN
+3,511.4%
+1,744.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.7% |
| 7D | -1.6% | +2.1% | -3.6% | -2.5% |
| 30D | -3.8% | +16.6% | -20.3% | -10.2% |
| 3M | -14.6% | +5.3% | -19.9% | -17.5% |
| 6M | -5.1% | -0.8% | -4.3% | -6.7% |
| YTD | +4.5% | -11.7% | +16.3% | +6.4% |
| 1Y | +13.5% | -24.6% | +38.1% | +22.7% |
| 3Y | +160.4% | -18.7% | +179.1% | +160.9% |
| 5Y | +112.9% | -4.4% | +117.3% | +92.5% |
| 10Y | +633.4% | +152.2% | +481.2% | +291.4% |
| All | +5,256.1% | +3,511.4% | +1,744.7% | +775.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling