+160.4%
MS vs SFM
+18.5%
+141.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.1% |
| 7D | -1.6% | -1.2% | -0.3% | -1.4% |
| 30D | -3.8% | -24.8% | +21.0% | -1.6% |
| 3M | -14.6% | -43.7% | +29.1% | -10.3% |
| 6M | -5.1% | -37.3% | +32.2% | -2.0% |
| YTD | +4.5% | -38.4% | +42.9% | +7.8% |
| 1Y | +13.5% | -36.9% | +50.5% | +16.5% |
| 3Y | +160.4% | +20.7% | +139.7% | +165.3% |
| All | +160.4% | +18.5% | +141.9% | +165.3% |
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 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