+794.2%
MS vs PSX
+371.8%
+422.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.4% |
| 7D | +2.5% | +2.8% | -0.4% | +1.2% |
| 30D | 0.0% | +27.8% | -27.8% | -10.5% |
| 3M | +2.4% | +42.0% | -39.6% | -13.0% |
| 6M | +36.4% | +58.1% | -21.7% | +8.8% |
| YTD | +23.8% | +105.0% | -81.2% | -13.1% |
| 1Y | +48.6% | +104.9% | -56.3% | +3.6% |
| 3Y | +179.1% | +134.1% | +45.1% | +77.2% |
| 5Y | +144.8% | +363.8% | -219.0% | +3.0% |
| 10Y | +794.2% | +370.1% | +424.1% | +202.6% |
| All | +794.2% | +371.8% | +422.4% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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