+5,285.6%
MS vs SHW
+10,919.7%
-5,634.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -2.0% | -3.6% |
| 7D | -3.4% | +5.7% | -9.1% | -6.6% |
| 30D | -3.9% | +8.7% | -12.6% | -8.9% |
| 3M | -15.9% | -5.4% | -10.5% | -13.8% |
| 6M | -2.5% | +12.2% | -14.7% | -10.6% |
| YTD | +5.1% | +8.5% | -3.4% | -2.5% |
| 1Y | +13.0% | +4.9% | +8.0% | +6.7% |
| 3Y | +160.7% | +42.8% | +117.8% | +101.0% |
| 5Y | +114.0% | +14.5% | +99.6% | +80.8% |
| 10Y | +637.5% | +373.0% | +264.5% | +150.6% |
| All | +5,285.6% | +10,919.7% | -5,634.1% | +258.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling