+174.8%
MS vs SFM
+23.1%
+151.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +3.0% |
| 7D | +0.7% | -10.2% | +11.0% | +1.7% |
| 30D | -0.9% | -23.9% | +22.9% | +1.2% |
| 3M | -13.0% | -42.3% | +29.3% | -8.8% |
| 6M | -2.0% | -40.1% | +38.2% | +1.9% |
| YTD | +7.8% | -37.8% | +45.5% | +11.1% |
| 1Y | +17.9% | -37.1% | +54.9% | +21.1% |
| 3Y | +174.8% | +21.5% | +153.2% | +176.0% |
| All | +174.8% | +23.1% | +151.7% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling