+160.4%
MS vs PODD
-10.3%
+170.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.6% | +0.3% |
| 7D | -1.6% | -2.1% | +0.6% | -1.2% |
| 30D | -3.8% | +9.0% | -12.8% | -4.8% |
| 3M | -14.6% | +5.2% | -19.8% | -15.1% |
| 6M | -5.1% | -3.2% | -1.9% | -5.9% |
| YTD | +4.5% | -48.5% | +53.0% | +16.8% |
| 1Y | +13.5% | -54.7% | +68.2% | +29.9% |
| 3Y | +160.4% | -7.8% | +168.2% | +158.6% |
| All | +160.4% | -10.3% | +170.7% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling