+16.2%
MS vs MKC
-25.6%
+41.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | -0.1% |
| 7D | +0.8% | -2.4% | +3.2% | +0.5% |
| 30D | -0.7% | +5.4% | -6.1% | +0.3% |
| 3M | -12.4% | -11.1% | -1.2% | -14.0% |
| 6M | -1.7% | -1.4% | -0.3% | -1.2% |
| YTD | +8.0% | -29.4% | +37.5% | +3.4% |
| 1Y | +16.2% | -24.7% | +40.9% | +12.0% |
| All | +16.2% | -25.6% | +41.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling