+145.1%
MS vs MDT
-17.7%
+162.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.2% |
| 7D | +1.4% | +3.2% | -1.8% | +0.2% |
| 30D | -0.3% | +9.5% | -9.8% | -3.7% |
| 3M | +0.3% | +16.0% | -15.7% | -5.9% |
| 6M | +31.3% | +0.2% | +31.1% | +31.2% |
| YTD | +24.7% | -0.3% | +24.9% | +24.4% |
| 1Y | +47.9% | +4.7% | +43.2% | +43.8% |
| 3Y | +178.3% | +26.5% | +151.8% | +143.5% |
| All | +145.1% | -17.7% | +162.8% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling