+5,528.0%
MS vs NYT
+703.7%
+4,824.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | 0.0% |
| 7D | +5.1% | +6.5% | -1.4% | +2.2% |
| 30D | +5.7% | +8.4% | -2.8% | +1.8% |
| 3M | -12.2% | +13.9% | -26.1% | -17.7% |
| 6M | -0.5% | -4.8% | +4.3% | -0.6% |
| YTD | +9.8% | +6.2% | +3.7% | +3.8% |
| 1Y | +17.7% | +14.3% | +3.5% | +7.5% |
| 3Y | +176.8% | +73.6% | +103.2% | +104.6% |
| 5Y | +123.7% | +60.6% | +63.1% | +64.9% |
| 10Y | +556.3% | +550.8% | +5.5% | +132.0% |
| All | +5,528.0% | +703.7% | +4,824.3% | +1,591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling