+1,588.2%
PLTR vs MS
+360.0%
+1,228.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | -12.9% | -1.6% | -11.3% | -11.8% |
| 30D | -17.4% | -3.8% | -13.6% | -14.9% |
| 3M | +2.9% | -14.6% | +17.5% | +15.8% |
| 6M | +19.9% | -5.1% | +24.9% | +23.3% |
| YTD | -9.8% | +4.5% | -14.3% | -15.2% |
| 1Y | -8.4% | +13.5% | -21.9% | -19.4% |
| 3Y | +765.0% | +160.4% | +604.6% | +292.3% |
| 5Y | +516.8% | +112.9% | +404.0% | +220.7% |
| All | +1,588.2% | +360.0% | +1,228.2% | +692.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling