+578.8%
MS vs PM
+228.8%
+350.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +4.1% |
| 7D | +0.7% | -7.3% | +8.0% | +3.8% |
| 30D | -0.9% | -4.0% | +3.1% | +0.6% |
| 3M | -13.0% | +2.7% | -15.7% | -14.4% |
| 6M | -2.0% | +14.9% | -16.8% | -9.1% |
| YTD | +7.8% | +23.5% | -15.8% | -4.3% |
| 1Y | +17.9% | +30.4% | -12.5% | +1.8% |
| 3Y | +174.8% | +143.2% | +31.6% | +63.3% |
| 5Y | +119.9% | +159.5% | -39.6% | +24.0% |
| 10Y | +578.8% | +234.7% | +344.2% | +259.1% |
| All | +578.8% | +228.8% | +350.1% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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