+13.5%
MS vs SM
+72.1%
-58.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.6% | -25.9% | +24.4% | -4.3% |
| 30D | -3.8% | -15.1% | +11.3% | -5.3% |
| 3M | -14.6% | +4.9% | -19.5% | -14.2% |
| 6M | -5.1% | +6.1% | -11.2% | -4.4% |
| YTD | +4.5% | +63.4% | -58.9% | +3.1% |
| 1Y | +13.5% | +72.5% | -58.9% | +11.7% |
| All | +13.5% | +72.1% | -58.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling