+112.4%
MS vs MMM
+44.4%
+68.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.1% |
| 7D | -1.6% | +6.2% | -7.8% | -4.1% |
| 30D | -3.8% | +14.2% | -18.0% | -9.2% |
| 3M | -14.6% | +2.9% | -17.5% | -15.8% |
| 6M | -5.1% | +27.6% | -32.6% | -15.0% |
| YTD | +4.5% | +17.3% | -12.8% | -3.5% |
| 1Y | +13.5% | +15.1% | -1.5% | +5.7% |
| 3Y | +160.4% | +157.1% | +3.3% | +65.3% |
| All | +112.4% | +44.4% | +68.0% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling