+542.0%
MS vs SHW
+339.2%
+202.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.1% | +1.9% | +3.2% | +4.1% |
| 30D | +5.7% | +8.1% | -2.4% | +1.4% |
| 3M | -12.2% | -2.8% | -9.4% | -11.3% |
| 6M | -0.5% | +15.0% | -15.5% | -8.7% |
| YTD | +9.8% | +9.0% | +0.8% | +2.8% |
| 1Y | +17.7% | +4.5% | +13.3% | +12.6% |
| 3Y | +176.8% | +41.9% | +135.0% | +120.8% |
| 5Y | +123.7% | +10.7% | +113.0% | +99.2% |
| All | +542.0% | +339.2% | +202.8% | +183.6% |
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