+112.4%
MS vs MDT
-2.9%
+115.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.5% |
| 7D | -1.6% | +5.4% | -7.0% | -3.4% |
| 30D | -3.8% | +19.1% | -22.8% | -9.8% |
| 3M | -14.6% | +19.5% | -34.1% | -20.3% |
| 6M | -5.1% | +33.5% | -38.5% | -16.0% |
| YTD | +4.5% | +8.7% | -4.2% | +1.0% |
| 1Y | +13.5% | +16.8% | -3.2% | +5.8% |
| 3Y | +160.4% | +53.0% | +107.4% | +109.7% |
| All | +112.4% | -2.9% | +115.3% | +106.1% |
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