+812.3%
MS vs SFM
+47.4%
+764.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.1% | -0.8% | -5.2% |
| 7D | -3.4% | +7.5% | -10.9% | -4.5% |
| 30D | -3.9% | -20.8% | +16.9% | -1.2% |
| 3M | -15.9% | -39.4% | +23.5% | -10.3% |
| 6M | -2.5% | -34.5% | +32.0% | +2.2% |
| YTD | +5.1% | -35.2% | +40.3% | +9.7% |
| 1Y | +13.0% | -35.3% | +48.3% | +17.8% |
| 3Y | +160.7% | +23.9% | +136.8% | +139.6% |
| 5Y | +114.0% | +113.8% | +0.2% | +75.0% |
| 10Y | +637.5% | +152.0% | +485.5% | +450.9% |
| All | +812.3% | +47.4% | +764.8% | +626.4% |
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