+27,522.5%
SBUX vs MS
+6,088.6%
+21,433.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -0.9% | -0.3% | -0.6% | -0.8% |
| 3M | +11.6% | +0.3% | +11.3% | +11.1% |
| 6M | +8.8% | +31.3% | -22.6% | 0.0% |
| YTD | +26.3% | +24.7% | +1.7% | +17.5% |
| 1Y | +23.1% | +47.9% | -24.8% | +8.9% |
| 3Y | +15.0% | +178.3% | -163.4% | -15.8% |
| 5Y | +0.4% | +144.9% | -144.5% | -24.3% |
| 10Y | +130.7% | +804.5% | -673.9% | +19.5% |
| All | +27,522.5% | +6,088.6% | +21,433.9% | +5,152.4% |
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