-2.5%
MS vs MDT
+35.9%
-38.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -6.0% |
| 7D | -3.4% | +8.0% | -11.4% | -2.7% |
| 30D | -3.9% | +20.4% | -24.3% | -1.6% |
| 3M | -15.9% | +22.9% | -38.8% | -13.1% |
| 6M | -2.5% | +37.1% | -39.6% | +2.5% |
| All | -2.5% | +35.9% | -38.3% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling