+607.1%
MS vs SM
+8.2%
+598.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.6% | -25.9% | +24.4% | +2.5% |
| 30D | -3.8% | -15.1% | +11.3% | -1.9% |
| 3M | -14.6% | +4.9% | -19.5% | -16.0% |
| 6M | -5.1% | +6.1% | -11.2% | -7.6% |
| YTD | +4.5% | +63.4% | -58.9% | -5.8% |
| 1Y | +13.5% | +72.5% | -58.9% | +1.3% |
| 3Y | +160.4% | -16.9% | +177.3% | +154.2% |
| 5Y | +112.9% | -10.6% | +123.5% | +98.2% |
| All | +607.1% | +8.2% | +598.9% | +355.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling