+542.0%
MS vs MDY
+165.3%
+376.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.1% | +2.3% | +2.8% | +2.4% |
| 30D | +5.7% | +2.0% | +3.7% | +3.4% |
| 3M | -12.2% | -5.6% | -6.5% | -6.0% |
| 6M | -0.5% | +1.3% | -1.8% | -1.8% |
| YTD | +9.8% | +12.3% | -2.5% | -3.5% |
| 1Y | +17.7% | +15.8% | +1.9% | -0.2% |
| 3Y | +176.8% | +56.5% | +120.3% | +66.9% |
| 5Y | +123.7% | +35.1% | +88.6% | +59.1% |
| All | +542.0% | +165.3% | +376.6% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling