+145.1%
MS vs MKC
-33.7%
+178.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.4% |
| 7D | +1.4% | -5.9% | +7.2% | +2.1% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | +0.3% | +12.7% | -12.4% | -1.7% |
| 6M | +31.3% | -19.3% | +50.6% | +36.1% |
| YTD | +24.7% | -22.2% | +46.8% | +29.6% |
| 1Y | +47.9% | -23.3% | +71.3% | +54.1% |
| 3Y | +178.3% | -30.0% | +208.3% | +193.1% |
| All | +145.1% | -33.7% | +178.8% | +155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling