+803.2%
MS vs YUM
+174.3%
+628.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.9% |
| 7D | +1.7% | -3.6% | +5.2% | +3.7% |
| 30D | 0.0% | +0.4% | -0.4% | -0.6% |
| 3M | +3.0% | -3.8% | +6.8% | +4.2% |
| 6M | +35.7% | -8.3% | +44.0% | +40.4% |
| YTD | +23.3% | -2.6% | +25.9% | +22.5% |
| 1Y | +44.7% | +1.5% | +43.2% | +39.0% |
| 3Y | +178.0% | +21.6% | +156.4% | +130.2% |
| 5Y | +143.2% | +23.5% | +119.7% | +96.7% |
| 10Y | +803.2% | +178.9% | +624.2% | +322.2% |
| All | +803.2% | +174.3% | +628.8% | +322.2% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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