+143.1%
MS vs S
-49.1%
+192.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | -0.7% | -10.8% | +10.1% | +0.6% |
| 3M | -12.4% | +5.4% | -17.8% | -13.5% |
| 6M | -1.7% | +41.2% | -43.0% | -7.2% |
| YTD | +8.0% | +56.2% | -48.2% | +0.1% |
| 1Y | +16.2% | +36.3% | -20.1% | +9.4% |
| 3Y | +171.3% | +49.4% | +121.9% | +147.6% |
| 5Y | +124.8% | -66.9% | +191.6% | +117.0% |
| All | +143.1% | -49.1% | +192.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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