+553.7%
MS vs MDY
+171.2%
+382.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.9% |
| 30D | -0.7% | +1.0% | -1.7% | -1.6% |
| 3M | -12.4% | -4.1% | -8.3% | -7.9% |
| 6M | -1.7% | +0.6% | -2.4% | -2.3% |
| YTD | +8.0% | +12.9% | -4.9% | -5.7% |
| 1Y | +16.2% | +14.6% | +1.6% | -0.3% |
| 3Y | +171.3% | +57.1% | +114.2% | +62.9% |
| 5Y | +124.8% | +37.1% | +87.7% | +57.2% |
| 10Y | +553.7% | +171.5% | +382.2% | +103.3% |
| All | +553.7% | +171.2% | +382.5% | +103.3% |
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