+379.1%
MS vs PODD
+767.5%
-388.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.9% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | -0.3% | +10.7% | -10.9% | -3.6% |
| 3M | +0.3% | +0.7% | -0.4% | -2.1% |
| 6M | +31.3% | -39.3% | +70.6% | +49.3% |
| YTD | +24.7% | -48.1% | +72.8% | +49.0% |
| 1Y | +47.9% | -57.4% | +105.3% | +87.4% |
| 3Y | +178.3% | -23.3% | +201.6% | +175.7% |
| 5Y | +144.9% | -51.3% | +196.2% | +166.2% |
| 10Y | +804.5% | +242.0% | +562.5% | +302.7% |
| All | +379.1% | +767.5% | -388.4% | -14.1% |
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