+303.9%
MS vs PODD
+818.4%
-514.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.4% | -0.6% | -4.2% |
| 7D | -3.4% | +2.4% | -5.8% | -4.1% |
| 30D | -3.9% | +15.9% | -19.8% | -8.4% |
| 3M | -15.9% | +17.2% | -33.1% | -20.4% |
| 6M | -2.5% | -6.8% | +4.3% | -3.2% |
| YTD | +5.1% | -45.1% | +50.2% | +23.1% |
| 1Y | +13.0% | -50.3% | +63.3% | +36.1% |
| 3Y | +160.7% | -4.0% | +164.6% | +141.6% |
| 5Y | +114.0% | -49.3% | +163.3% | +129.7% |
| 10Y | +637.5% | +343.1% | +294.3% | +200.9% |
| All | +303.9% | +818.4% | -514.5% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling