+1,348.1%
MS vs PLD
+1,606.2%
-258.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.7% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -3.9% | -0.1% | -3.8% | -3.9% |
| 3M | -15.9% | -7.9% | -8.0% | -11.7% |
| 6M | -2.5% | -7.0% | +4.5% | +1.1% |
| YTD | +5.1% | +3.1% | +2.0% | +2.0% |
| 1Y | +13.0% | +7.1% | +5.9% | +7.0% |
| 3Y | +160.7% | +32.9% | +127.8% | +110.8% |
| 5Y | +114.0% | +1.5% | +112.5% | +97.0% |
| 10Y | +637.5% | +245.9% | +391.6% | +201.2% |
| All | +1,348.1% | +1,606.2% | -258.1% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling