+537.0%
MS vs YUM
+211.5%
+325.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | +3.7% | -4.1% | +7.8% | +6.1% |
| 30D | +2.0% | +8.4% | -6.4% | -2.6% |
| 3M | -12.6% | +6.5% | -19.1% | -16.2% |
| 6M | -0.3% | +5.3% | -5.5% | -4.6% |
| YTD | +9.0% | +6.9% | +2.1% | +2.4% |
| 1Y | +13.9% | +8.7% | +5.1% | +5.5% |
| 3Y | +173.6% | +34.1% | +139.5% | +113.6% |
| 5Y | +122.0% | +39.9% | +82.0% | +65.9% |
| All | +537.0% | +211.5% | +325.5% | +180.9% |
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