+301.7%
MS vs PODD
+761.8%
-460.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.6% | +1.4% |
| 7D | -1.6% | -2.1% | +0.6% | -0.9% |
| 30D | -3.8% | +9.0% | -12.8% | -6.5% |
| 3M | -14.6% | +5.2% | -19.8% | -16.4% |
| 6M | -5.1% | -3.2% | -1.9% | -6.8% |
| YTD | +4.5% | -48.5% | +53.0% | +24.8% |
| 1Y | +13.5% | -54.7% | +68.2% | +40.9% |
| 3Y | +160.4% | -7.8% | +168.2% | +144.3% |
| 5Y | +112.9% | -52.4% | +165.3% | +132.9% |
| 10Y | +633.4% | +315.9% | +317.5% | +205.1% |
| All | +301.7% | +761.8% | -460.1% | -28.1% |
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