+122.9%
MS vs WYNN
-6.8%
+129.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | +5.1% | +2.3% | +2.7% | +4.3% |
| 30D | +5.7% | +15.4% | -9.7% | +1.1% |
| 3M | -12.2% | -16.7% | +4.5% | -7.5% |
| 6M | -0.5% | -11.1% | +10.6% | +2.3% |
| YTD | +9.8% | -28.8% | +38.6% | +20.3% |
| 1Y | +17.7% | -30.2% | +47.9% | +29.6% |
| 3Y | +176.8% | +3.8% | +173.1% | +160.3% |
| All | +122.9% | -6.8% | +129.7% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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