+982.1%
MS vs SFM
+132.6%
+849.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.2% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | -0.3% | -4.4% | +4.1% | +0.3% |
| 3M | +0.3% | +1.5% | -1.2% | -0.5% |
| 6M | +31.3% | +6.5% | +24.9% | +28.5% |
| YTD | +24.7% | +2.2% | +22.5% | +22.6% |
| 1Y | +47.9% | -41.9% | +89.8% | +58.5% |
| 3Y | +178.3% | +106.8% | +71.6% | +138.7% |
| 5Y | +144.9% | +231.6% | -86.7% | +89.0% |
| 10Y | +804.5% | +258.4% | +546.1% | +545.4% |
| All | +982.1% | +132.6% | +849.5% | +712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling