+376.0%
MS vs MDB
+848.0%
-472.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.9% |
| 7D | -1.6% | -11.4% | +9.8% | 0.0% |
| 30D | -3.8% | -13.8% | +10.1% | -2.1% |
| 3M | -14.6% | -15.5% | +0.9% | -13.6% |
| 6M | -5.1% | +17.9% | -23.0% | -9.0% |
| YTD | +4.5% | -25.5% | +30.0% | +5.6% |
| 1Y | +13.5% | -12.1% | +25.6% | +11.7% |
| 3Y | +160.4% | -5.9% | +166.3% | +141.5% |
| 5Y | +112.9% | -43.7% | +156.6% | +96.1% |
| All | +376.0% | +848.0% | -472.0% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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