+181.3%
MS vs SHW
+25.2%
+156.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.7% |
| 30D | -0.3% | -9.5% | +9.3% | +3.7% |
| 3M | +0.3% | +11.5% | -11.2% | -5.0% |
| 6M | +31.3% | -3.5% | +34.9% | +32.5% |
| YTD | +24.7% | +3.7% | +20.9% | +20.7% |
| 1Y | +47.9% | -7.9% | +55.8% | +51.7% |
| All | +181.3% | +25.2% | +156.1% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling