+542.0%
MS vs YUM
+215.4%
+326.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +5.7% | +10.0% | -4.3% | +0.1% |
| 3M | -12.2% | +7.5% | -19.7% | -16.2% |
| 6M | -0.5% | +8.8% | -9.3% | -6.6% |
| YTD | +9.8% | +8.2% | +1.6% | +2.5% |
| 1Y | +17.7% | +9.8% | +7.9% | +8.5% |
| 3Y | +176.8% | +36.4% | +140.4% | +113.8% |
| 5Y | +123.7% | +41.7% | +82.0% | +66.1% |
| All | +542.0% | +215.4% | +326.5% | +181.2% |
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