+808.5%
MS vs MMM
+54.3%
+754.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -3.3% | +4.7% | +3.4% |
| 30D | -0.3% | -7.0% | +6.8% | +4.2% |
| 3M | +0.3% | +10.8% | -10.5% | -6.2% |
| 6M | +31.3% | +5.8% | +25.6% | +26.0% |
| YTD | +24.7% | +6.8% | +17.9% | +18.0% |
| 1Y | +47.9% | +10.4% | +37.5% | +36.1% |
| 3Y | +178.3% | +104.7% | +73.7% | +63.5% |
| 5Y | +144.9% | +23.6% | +121.3% | +107.4% |
| All | +808.5% | +54.3% | +754.2% | +518.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling