+6,288.2%
MS vs WY
+327.3%
+5,960.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.2% |
| 7D | +1.4% | -1.7% | +3.1% | +2.4% |
| 30D | -0.3% | -10.1% | +9.8% | +6.2% |
| 3M | +0.3% | -5.1% | +5.4% | +2.4% |
| 6M | +31.3% | -4.8% | +36.1% | +33.1% |
| YTD | +24.7% | -0.2% | +24.9% | +21.8% |
| 1Y | +47.9% | -6.6% | +54.5% | +49.4% |
| 3Y | +178.3% | -22.7% | +201.1% | +208.7% |
| 5Y | +144.9% | -22.2% | +167.1% | +163.5% |
| 10Y | +804.5% | +7.3% | +797.3% | +612.1% |
| All | +6,288.2% | +327.3% | +5,960.9% | +2,440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling