+143.7%
MS vs WYNN
-11.0%
+154.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.2% |
| 7D | +1.7% | -1.4% | +3.1% | +2.1% |
| 30D | 0.0% | -11.8% | +11.8% | +3.6% |
| 3M | +3.0% | -15.8% | +18.8% | +8.0% |
| 6M | +35.7% | -10.7% | +46.4% | +39.4% |
| YTD | +23.3% | -24.5% | +47.8% | +32.9% |
| 1Y | +44.7% | -25.0% | +69.7% | +55.1% |
| 3Y | +178.0% | -1.8% | +179.8% | +166.2% |
| All | +143.7% | -11.0% | +154.7% | +124.9% |
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