+6,288.2%
MS vs MDT
+3,583.8%
+2,704.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.4% |
| 7D | +1.4% | +3.2% | -1.8% | -0.5% |
| 30D | -0.3% | +9.5% | -9.8% | -5.5% |
| 3M | +0.3% | +16.0% | -15.7% | -9.0% |
| 6M | +31.3% | +0.2% | +31.1% | +29.1% |
| YTD | +24.7% | -0.3% | +24.9% | +22.4% |
| 1Y | +47.9% | +4.7% | +43.2% | +40.5% |
| 3Y | +178.3% | +26.5% | +151.8% | +132.5% |
| 5Y | +144.9% | -18.2% | +163.1% | +160.2% |
| 10Y | +804.5% | +40.0% | +764.5% | +593.2% |
| All | +6,288.2% | +3,583.8% | +2,704.4% | +1,803.6% |
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