+176.8%
MS vs PSX
+157.7%
+19.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +5.1% | +7.8% | -2.7% | +3.1% |
| 30D | +5.7% | -10.9% | +16.6% | +8.5% |
| 3M | -12.2% | +14.5% | -26.7% | -16.0% |
| 6M | -0.5% | +56.1% | -56.6% | -13.8% |
| YTD | +9.8% | +109.6% | -99.8% | -16.7% |
| 1Y | +17.7% | +95.5% | -77.8% | -8.2% |
| 3Y | +176.8% | +156.2% | +20.6% | +79.2% |
| All | +176.8% | +157.7% | +19.2% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling