+773.9%
MS vs NYT
+487.2%
+286.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -0.7% | -1.3% | -1.8% |
| 30D | -1.1% | +4.5% | -5.6% | -2.6% |
| 3M | +3.5% | -8.5% | +12.0% | +5.5% |
| 6M | +33.7% | -15.1% | +48.8% | +39.4% |
| YTD | +21.8% | -3.3% | +25.1% | +20.9% |
| 1Y | +41.1% | +17.0% | +24.1% | +30.6% |
| 3Y | +174.5% | +55.7% | +118.9% | +124.5% |
| 5Y | +140.7% | +38.9% | +101.8% | +98.7% |
| All | +773.9% | +487.2% | +286.7% | +307.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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