+1,608.1%
MS vs YUM
+4,264.4%
-2,656.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | +1.4% | -2.0% | +3.4% | +2.5% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | +0.3% | +1.8% | -1.5% | -1.6% |
| 6M | +31.3% | -4.7% | +36.1% | +32.9% |
| YTD | +24.7% | +0.6% | +24.1% | +22.1% |
| 1Y | +47.9% | +6.4% | +41.5% | +39.6% |
| 3Y | +178.3% | +22.6% | +155.7% | +138.6% |
| 5Y | +144.9% | +26.0% | +118.9% | +105.8% |
| 10Y | +804.5% | +174.6% | +629.9% | +396.8% |
| All | +1,608.1% | +4,264.4% | -2,656.3% | +261.9% |
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 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