+578.8%
MS vs PSX
+363.6%
+215.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +1.9% |
| 7D | +0.7% | -8.0% | +8.7% | +4.3% |
| 30D | -0.9% | -9.0% | +8.1% | +2.6% |
| 3M | -13.0% | +24.7% | -37.7% | -21.9% |
| 6M | -2.0% | +49.3% | -51.3% | -19.5% |
| YTD | +7.8% | +100.2% | -92.4% | -24.1% |
| 1Y | +17.9% | +88.8% | -71.0% | -14.9% |
| 3Y | +174.8% | +152.5% | +22.3% | +67.5% |
| 5Y | +119.9% | +283.2% | -163.3% | +2.6% |
| 10Y | +578.8% | +345.8% | +233.0% | +145.7% |
| All | +578.8% | +363.6% | +215.3% | +145.7% |
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