+171.3%
MS vs MDT
+59.1%
+112.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.8% | +2.7% | -2.0% | +0.2% |
| 30D | -0.7% | +14.8% | -15.5% | -3.9% |
| 3M | -12.4% | +14.6% | -26.9% | -15.2% |
| 6M | -1.7% | +35.7% | -37.4% | -10.1% |
| YTD | +8.0% | +8.5% | -0.4% | +6.9% |
| 1Y | +16.2% | +13.3% | +2.9% | +12.8% |
| 3Y | +171.3% | +58.6% | +112.7% | +146.7% |
| All | +171.3% | +59.1% | +112.2% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling