+161.8%
MS vs MMM
+159.9%
+1.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.8% | -4.8% |
| 7D | -3.4% | +5.9% | -9.3% | -5.4% |
| 30D | -3.9% | +14.7% | -18.7% | -8.7% |
| 3M | -15.9% | +3.6% | -19.5% | -17.1% |
| 6M | -2.5% | +32.7% | -35.2% | -12.4% |
| YTD | +5.1% | +18.9% | -13.8% | -2.2% |
| 1Y | +13.0% | +16.4% | -3.4% | +6.0% |
| All | +161.8% | +159.9% | +1.9% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling