+607.1%
MS vs PODD
+308.0%
+299.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.6% | +0.5% |
| 7D | -1.6% | -2.1% | +0.6% | -1.2% |
| 30D | -3.8% | +9.0% | -12.8% | -5.3% |
| 3M | -14.6% | +5.2% | -19.8% | -15.5% |
| 6M | -5.1% | -3.2% | -1.9% | -6.0% |
| YTD | +4.5% | -48.5% | +53.0% | +16.4% |
| 1Y | +13.5% | -54.7% | +68.2% | +29.4% |
| 3Y | +160.4% | -7.8% | +168.2% | +153.8% |
| 5Y | +112.9% | -52.4% | +165.3% | +127.5% |
| All | +607.1% | +308.0% | +299.1% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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