+145.1%
MS vs SHW
+15.5%
+129.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.8% |
| 6M | +31.3% | -3.5% | +34.9% | +32.1% |
| YTD | +24.7% | +3.7% | +20.9% | +21.1% |
| 1Y | +47.9% | -7.9% | +55.8% | +50.8% |
| 3Y | +178.3% | +24.7% | +153.6% | +147.5% |
| All | +145.1% | +15.5% | +129.6% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling