+181.3%
MS vs MKC
-29.9%
+211.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +1.4% | -5.9% | +7.2% | +1.7% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | +0.3% | +12.7% | -12.4% | -0.8% |
| 6M | +31.3% | -19.3% | +50.6% | +35.4% |
| YTD | +24.7% | -22.2% | +46.8% | +28.9% |
| 1Y | +47.9% | -23.3% | +71.3% | +53.3% |
| All | +181.3% | -29.9% | +211.2% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling