+161.8%
MS vs PLD
+33.1%
+128.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.9% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -3.9% | -0.1% | -3.8% | -3.9% |
| 3M | -15.9% | -7.9% | -8.0% | -12.6% |
| 6M | -2.5% | -7.0% | +4.5% | +0.2% |
| YTD | +5.1% | +3.1% | +2.0% | +2.4% |
| 1Y | +13.0% | +7.1% | +5.9% | +7.9% |
| All | +161.8% | +33.1% | +128.7% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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