+145.1%
MS vs PSX
+342.7%
-197.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +4.5% | -3.2% | 0.0% |
| 30D | -0.3% | +26.6% | -26.9% | -7.2% |
| 3M | +0.3% | +39.3% | -39.0% | -9.6% |
| 6M | +31.3% | +56.8% | -25.5% | +12.8% |
| YTD | +24.7% | +101.8% | -77.2% | -2.5% |
| 1Y | +47.9% | +99.6% | -51.7% | +15.6% |
| 3Y | +178.3% | +140.3% | +38.0% | +99.1% |
| All | +145.1% | +342.7% | -197.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling