+179.1%
MS vs NYT
+57.5%
+121.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +2.5% | +0.3% | +2.1% | +2.4% |
| 30D | 0.0% | +7.0% | -7.0% | -1.4% |
| 3M | +2.4% | -7.9% | +10.3% | +3.6% |
| 6M | +36.4% | -15.0% | +51.4% | +40.5% |
| YTD | +23.8% | -1.3% | +25.1% | +22.1% |
| 1Y | +48.6% | +16.9% | +31.7% | +38.9% |
| 3Y | +179.1% | +58.9% | +120.2% | +124.6% |
| All | +179.1% | +57.5% | +121.6% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling