+578.8%
MS vs SHW
+371.2%
+207.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.0% | -0.9% | +1.1% |
| 7D | +0.7% | +1.6% | -0.8% | 0.0% |
| 30D | -0.9% | +12.1% | -13.0% | -6.7% |
| 3M | -13.0% | -3.0% | -10.0% | -12.1% |
| 6M | -2.0% | +13.5% | -15.5% | -9.4% |
| YTD | +7.8% | +11.2% | -3.5% | -0.1% |
| 1Y | +17.9% | +6.2% | +11.6% | +11.8% |
| 3Y | +174.8% | +45.6% | +129.2% | +116.2% |
| 5Y | +119.9% | +15.6% | +104.3% | +91.1% |
| 10Y | +578.8% | +356.5% | +222.4% | +185.8% |
| All | +578.8% | +371.2% | +207.7% | +185.8% |
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