+17.7%
MS vs SFM
-36.8%
+54.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.8% |
| 7D | +5.1% | +6.0% | -1.0% | +5.1% |
| 30D | +5.7% | -19.5% | +25.1% | +5.1% |
| 3M | -12.2% | -37.0% | +24.9% | -13.4% |
| 6M | -0.5% | -41.0% | +40.5% | -2.0% |
| YTD | +9.8% | -34.6% | +44.5% | +10.5% |
| 1Y | +17.7% | -36.3% | +54.0% | +18.5% |
| All | +17.7% | -36.8% | +54.5% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling