+553.7%
MS vs SFM
+138.5%
+415.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.4% |
| 7D | +0.8% | -6.9% | +7.7% | +1.8% |
| 30D | -0.7% | -25.0% | +24.3% | +2.7% |
| 3M | -12.4% | -42.7% | +30.4% | -6.1% |
| 6M | -1.7% | -41.0% | +39.3% | +4.3% |
| YTD | +8.0% | -38.7% | +46.7% | +13.3% |
| 1Y | +16.2% | -38.1% | +54.3% | +21.6% |
| 3Y | +171.3% | +19.3% | +152.0% | +151.0% |
| 5Y | +124.8% | +103.1% | +21.6% | +85.7% |
| 10Y | +553.7% | +131.1% | +422.6% | +409.3% |
| All | +553.7% | +138.5% | +415.2% | +409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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