+147.1%
MS vs S
-48.3%
+195.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | -1.7% | +1.2% | -3.0% | -1.9% |
| 30D | +0.9% | -7.3% | +8.2% | +1.7% |
| 3M | -10.8% | +5.9% | -16.7% | -12.1% |
| 6M | +0.9% | +45.6% | -44.7% | -5.1% |
| YTD | +9.8% | +58.5% | -48.7% | +1.5% |
| 1Y | +17.1% | +37.6% | -20.5% | +10.1% |
| 3Y | +175.7% | +51.7% | +124.0% | +151.1% |
| 5Y | +125.9% | -67.5% | +193.3% | +117.8% |
| All | +147.1% | -48.3% | +195.4% | +140.6% |
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