+161.8%
MS vs SM
-20.8%
+182.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.3% |
| 7D | -3.4% | -25.1% | +21.7% | +0.1% |
| 30D | -3.9% | -15.6% | +11.7% | -2.3% |
| 3M | -15.9% | +2.7% | -18.6% | -17.6% |
| 6M | -2.5% | -3.8% | +1.4% | -4.4% |
| YTD | +5.1% | +61.8% | -56.8% | -10.8% |
| 1Y | +13.0% | +71.4% | -58.4% | -6.0% |
| All | +161.8% | -20.8% | +182.6% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling