+556.2%
MS vs SHW
+343.1%
+213.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -1.7% | -2.1% | +0.4% | -0.6% |
| 30D | +0.9% | +11.1% | -10.2% | -4.5% |
| 3M | -10.8% | -2.2% | -8.7% | -10.3% |
| 6M | +0.9% | +14.3% | -13.4% | -7.1% |
| YTD | +9.8% | +10.6% | -0.8% | +2.1% |
| 1Y | +17.1% | +4.1% | +13.0% | +12.3% |
| 3Y | +175.7% | +42.9% | +132.8% | +119.2% |
| 5Y | +125.9% | +14.2% | +111.7% | +97.7% |
| 10Y | +556.2% | +346.7% | +209.4% | +187.0% |
| All | +556.2% | +343.1% | +213.1% | +187.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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