+547.5%
MS vs LYFT
-80.9%
+628.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | +1.4% | -5.5% | +6.9% | +2.4% |
| 30D | -0.3% | +1.5% | -1.7% | -0.7% |
| 3M | +0.3% | +18.4% | -18.1% | -3.3% |
| 6M | +31.3% | +20.8% | +10.5% | +25.8% |
| YTD | +24.7% | -13.7% | +38.3% | +26.6% |
| 1Y | +47.9% | -0.4% | +48.3% | +44.8% |
| 3Y | +178.3% | +35.5% | +142.8% | +138.1% |
| 5Y | +144.9% | -65.3% | +210.2% | +158.8% |
| All | +547.5% | -80.9% | +628.3% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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