+1,585.0%
MS vs PSX
+1,139.4%
+445.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.4% | +4.5% | -3.2% | -0.6% |
| 30D | -0.3% | +26.6% | -26.9% | -10.4% |
| 3M | +0.3% | +39.3% | -39.0% | -14.1% |
| 6M | +31.3% | +56.8% | -25.5% | +5.2% |
| YTD | +24.7% | +101.8% | -77.2% | -11.8% |
| 1Y | +47.9% | +99.6% | -51.7% | +4.6% |
| 3Y | +178.3% | +140.3% | +38.0% | +75.2% |
| 5Y | +144.9% | +339.3% | -194.4% | +8.3% |
| 10Y | +804.5% | +369.9% | +434.7% | +248.8% |
| All | +1,585.0% | +1,139.4% | +445.6% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling