+1.6%
SBUX vs MS
+145.3%
-143.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.4% |
| 7D | -3.1% | +1.4% | -4.5% | -3.7% |
| 30D | -0.9% | -0.3% | -0.6% | -0.8% |
| 3M | +11.6% | +0.3% | +11.3% | +10.7% |
| 6M | +8.8% | +31.3% | -22.6% | -4.5% |
| YTD | +26.3% | +24.7% | +1.7% | +12.8% |
| 1Y | +23.1% | +47.9% | -24.8% | +1.2% |
| 3Y | +15.0% | +178.3% | -163.4% | -32.1% |
| All | +1.6% | +145.3% | -143.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling