+556.2%
MS vs PM
+254.9%
+301.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.2% |
| 7D | -1.7% | -7.1% | +5.3% | +1.2% |
| 30D | +0.9% | -2.8% | +3.7% | +1.9% |
| 3M | -10.8% | +6.3% | -17.2% | -13.5% |
| 6M | +0.9% | +9.6% | -8.7% | -4.3% |
| YTD | +9.8% | +25.6% | -15.8% | -3.3% |
| 1Y | +17.1% | +29.7% | -12.6% | +1.3% |
| 3Y | +175.7% | +147.6% | +28.1% | +61.6% |
| 5Y | +125.9% | +160.1% | -34.3% | +26.7% |
| 10Y | +556.2% | +260.9% | +295.3% | +246.4% |
| All | +556.2% | +254.9% | +301.3% | +246.4% |
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