+556.2%
MS vs MDT
+61.0%
+495.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -1.7% | -3.2% | +1.5% | +0.1% |
| 30D | +0.9% | +10.5% | -9.6% | -5.0% |
| 3M | -10.8% | +13.0% | -23.8% | -17.5% |
| 6M | +0.9% | +38.7% | -37.8% | -18.7% |
| YTD | +9.8% | +8.5% | +1.3% | +2.6% |
| 1Y | +17.1% | +10.0% | +7.0% | +8.1% |
| 3Y | +175.7% | +58.6% | +117.1% | +94.8% |
| 5Y | +125.9% | -0.3% | +126.1% | +116.4% |
| 10Y | +556.2% | +61.3% | +494.9% | +365.6% |
| All | +556.2% | +61.0% | +495.1% | +365.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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