+1,360.4%
MS vs PSX
+1,118.1%
+242.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | +0.8% | -7.8% | +8.6% | +4.3% |
| 30D | -0.7% | -9.9% | +9.2% | +3.3% |
| 3M | -12.4% | +16.9% | -29.3% | -19.1% |
| 6M | -1.7% | +48.0% | -49.7% | -19.1% |
| YTD | +8.0% | +98.3% | -90.3% | -23.6% |
| 1Y | +16.2% | +86.2% | -70.0% | -15.7% |
| 3Y | +171.3% | +144.0% | +27.3% | +68.5% |
| 5Y | +124.8% | +287.7% | -163.0% | +5.4% |
| 10Y | +553.7% | +338.3% | +215.3% | +157.5% |
| All | +1,360.4% | +1,118.1% | +242.3% | +276.7% |
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 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