+5,285.6%
MS vs MDT
+4,034.9%
+1,250.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -3.4% | +8.0% | -11.4% | -7.6% |
| 30D | -3.9% | +20.4% | -24.3% | -14.0% |
| 3M | -15.9% | +22.9% | -38.8% | -25.9% |
| 6M | -2.5% | +37.1% | -39.6% | -20.5% |
| YTD | +5.1% | +11.9% | -6.8% | -4.0% |
| 1Y | +13.0% | +19.8% | -6.9% | -1.1% |
| 3Y | +160.7% | +59.4% | +101.3% | +89.1% |
| 5Y | +114.0% | 0.0% | +114.0% | +101.2% |
| 10Y | +637.5% | +66.2% | +571.2% | +409.0% |
| All | +5,285.6% | +4,034.9% | +1,250.8% | +1,392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling