+9.5%
MS vs MDLN
+16.3%
-6.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.9% |
| 7D | +0.7% | +21.1% | -20.3% | -0.6% |
| 30D | -0.9% | +12.3% | -13.2% | -1.9% |
| 3M | -13.0% | +15.6% | -28.5% | -13.9% |
| 6M | -2.0% | +3.0% | -5.0% | -2.1% |
| YTD | +7.8% | -3.1% | +10.9% | +10.4% |
| All | +9.5% | +16.3% | -6.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling