+542.0%
MS vs SM
+18.0%
+524.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +5.1% | +9.4% | -4.3% | +3.7% |
| 30D | +5.7% | -14.4% | +20.0% | +7.5% |
| 3M | -12.2% | +1.6% | -13.7% | -13.1% |
| 6M | -0.5% | +6.3% | -6.8% | -3.1% |
| YTD | +9.8% | +78.8% | -69.0% | -2.4% |
| 1Y | +17.7% | +83.1% | -65.4% | +4.2% |
| 3Y | +176.8% | -5.9% | +182.7% | +165.3% |
| 5Y | +123.7% | +4.8% | +118.9% | +103.6% |
| All | +542.0% | +18.0% | +524.0% | +304.8% |
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