+3,496.7%
MS vs MDY
+2,534.4%
+962.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -1.5% |
| 7D | -1.6% | -1.7% | +0.1% | +0.9% |
| 30D | -3.8% | -0.9% | -2.9% | -2.4% |
| 3M | -14.6% | -5.7% | -8.9% | -7.0% |
| 6M | -5.1% | -2.9% | -2.2% | -1.0% |
| YTD | +4.5% | +9.8% | -5.3% | -8.7% |
| 1Y | +13.5% | +13.5% | +0.1% | -5.5% |
| 3Y | +160.4% | +51.9% | +108.5% | +40.5% |
| 5Y | +112.9% | +32.0% | +80.8% | +36.6% |
| 10Y | +633.4% | +176.5% | +457.0% | +49.6% |
| All | +3,496.7% | +2,534.4% | +962.4% | -41.9% |
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