+148.7%
SBUX vs MS
+614.4%
-465.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.5% |
| 7D | +4.8% | +0.7% | +4.1% | +4.5% |
| 30D | +20.6% | -0.9% | +21.5% | +20.9% |
| 3M | +4.3% | -13.0% | +17.2% | +10.4% |
| 6M | +5.5% | -2.0% | +7.5% | +4.9% |
| YTD | +32.3% | +7.8% | +24.5% | +24.9% |
| 1Y | +31.2% | +17.9% | +13.3% | +18.5% |
| 3Y | +14.8% | +174.8% | -160.0% | -32.4% |
| 5Y | +8.0% | +119.9% | -111.9% | -30.6% |
| 10Y | +148.7% | +578.8% | -430.1% | -0.7% |
| All | +148.7% | +614.4% | -465.7% | -0.7% |
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