+5,256.1%
MS vs MDT
+3,915.0%
+1,341.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.1% |
| 7D | -1.6% | +5.4% | -7.0% | -4.6% |
| 30D | -3.8% | +19.1% | -22.8% | -13.4% |
| 3M | -14.6% | +19.5% | -34.1% | -23.5% |
| 6M | -5.1% | +33.5% | -38.5% | -21.4% |
| YTD | +4.5% | +8.7% | -4.2% | -2.9% |
| 1Y | +13.5% | +16.8% | -3.2% | +0.8% |
| 3Y | +160.4% | +53.0% | +107.4% | +93.5% |
| 5Y | +112.9% | -2.9% | +115.7% | +103.5% |
| 10Y | +633.4% | +61.4% | +572.0% | +414.8% |
| All | +5,256.1% | +3,915.0% | +1,341.2% | +1,409.7% |
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