+124.8%
MS vs YUM
+40.0%
+84.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +0.8% | +2.0% | -1.2% | +0.1% |
| 30D | -0.7% | +10.6% | -11.3% | -4.1% |
| 3M | -12.4% | +10.8% | -23.2% | -15.8% |
| 6M | -1.7% | +6.5% | -8.2% | -4.7% |
| YTD | +8.0% | +7.5% | +0.6% | +3.7% |
| 1Y | +16.2% | +10.2% | +6.1% | +10.0% |
| 3Y | +171.3% | +34.8% | +136.5% | +122.9% |
| 5Y | +124.8% | +40.0% | +84.7% | +71.4% |
| All | +124.8% | +40.0% | +84.8% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling