+794.2%
MS vs WY
+5.5%
+788.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.1% |
| 7D | +2.5% | -2.1% | +4.5% | +3.6% |
| 30D | 0.0% | -10.5% | +10.4% | +5.8% |
| 3M | +2.4% | -4.9% | +7.3% | +4.2% |
| 6M | +36.4% | -4.9% | +41.3% | +38.1% |
| YTD | +23.8% | -1.7% | +25.5% | +22.3% |
| 1Y | +48.6% | -9.4% | +58.0% | +52.8% |
| 3Y | +179.1% | -22.3% | +201.4% | +206.7% |
| 5Y | +144.8% | -20.5% | +165.4% | +159.8% |
| 10Y | +794.2% | +4.9% | +789.3% | +603.2% |
| All | +794.2% | +5.5% | +788.7% | +603.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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