+4,189.8%
MS vs MDY
+2,662.7%
+1,527.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | -0.3% | -1.5% | +1.2% | +1.9% |
| 3M | +0.3% | +0.8% | -0.5% | -0.9% |
| 6M | +31.3% | +7.4% | +23.9% | +18.1% |
| YTD | +24.7% | +15.2% | +9.5% | +1.5% |
| 1Y | +47.9% | +16.5% | +31.4% | +18.0% |
| 3Y | +178.3% | +46.8% | +131.5% | +57.8% |
| 5Y | +144.9% | +46.0% | +98.9% | +35.2% |
| 10Y | +804.5% | +172.1% | +632.5% | +89.8% |
| All | +4,189.8% | +2,662.7% | +1,527.1% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling