+1,376.8%
MS vs YUM
+4,582.3%
-3,205.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +0.7% | +2.1% | -1.3% | -0.4% |
| 30D | -0.9% | +11.1% | -12.0% | -6.4% |
| 3M | -13.0% | +7.3% | -20.2% | -16.8% |
| 6M | -2.0% | +6.9% | -8.9% | -6.8% |
| YTD | +7.8% | +7.9% | -0.1% | +1.3% |
| 1Y | +17.9% | +10.0% | +7.9% | +9.4% |
| 3Y | +174.8% | +36.7% | +138.1% | +121.5% |
| 5Y | +119.9% | +40.2% | +79.7% | +73.9% |
| 10Y | +578.8% | +210.6% | +368.2% | +248.5% |
| All | +1,376.8% | +4,582.3% | -3,205.6% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling