+124.8%
MS vs SFM
+100.9%
+23.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.4% |
| 7D | +0.8% | -6.9% | +7.7% | +1.6% |
| 30D | -0.7% | -25.0% | +24.3% | +2.0% |
| 3M | -12.4% | -42.7% | +30.4% | -7.2% |
| 6M | -1.7% | -41.0% | +39.3% | +3.1% |
| YTD | +8.0% | -38.7% | +46.7% | +12.3% |
| 1Y | +16.2% | -38.1% | +54.3% | +20.5% |
| 3Y | +171.3% | +19.3% | +152.0% | +155.1% |
| 5Y | +124.8% | +103.1% | +21.6% | +89.1% |
| All | +124.8% | +100.9% | +23.8% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling