+1,022.5%
MS vs WYNN
+1,232.2%
-209.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.0% |
| 7D | +2.5% | +1.8% | +0.7% | +1.8% |
| 30D | 0.0% | -9.8% | +9.8% | +3.9% |
| 3M | +2.4% | -11.8% | +14.3% | +7.0% |
| 6M | +36.4% | -8.8% | +45.2% | +40.2% |
| YTD | +23.8% | -22.8% | +46.6% | +35.5% |
| 1Y | +48.6% | -24.1% | +72.7% | +62.1% |
| 3Y | +179.1% | +0.4% | +178.7% | +163.4% |
| 5Y | +144.8% | -8.7% | +153.5% | +122.1% |
| 10Y | +794.2% | +8.3% | +785.8% | +516.5% |
| All | +1,022.5% | +1,232.2% | -209.7% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling