+3,543.8%
PANW vs MS
+1,941.1%
+1,602.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.2% |
| 7D | +2.5% | +3.7% | -1.1% | +1.1% |
| 30D | -18.7% | +2.0% | -20.7% | -19.3% |
| 3M | -16.6% | -12.6% | -4.1% | -12.0% |
| 6M | +49.7% | -0.3% | +49.9% | +49.5% |
| YTD | +75.2% | +9.0% | +66.2% | +67.4% |
| 1Y | +53.6% | +13.9% | +39.8% | +44.1% |
| 3Y | +154.6% | +173.6% | -19.1% | +62.5% |
| 5Y | +275.8% | +122.0% | +153.8% | +157.0% |
| 10Y | +1,140.9% | +551.2% | +589.7% | +384.1% |
| All | +3,543.8% | +1,941.1% | +1,602.7% | +860.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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