+25.7%
MS vs MDLN
-0.9%
+26.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.4% |
| 7D | +2.5% | -1.2% | +3.7% | +2.5% |
| 30D | 0.0% | -1.5% | +1.5% | -0.1% |
| 3M | +2.4% | +2.6% | -0.2% | +2.0% |
| 6M | +36.4% | -20.9% | +57.2% | +39.1% |
| YTD | +23.8% | -17.4% | +41.2% | +28.2% |
| All | +25.7% | -0.9% | +26.6% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 5y: compounded portfolio wealth divided by compounded MDLN 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…
5y analysis · Full analysis span regression · 6 months rolling