+112.4%
MS vs SM
-11.5%
+124.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -1.6% | -25.9% | +24.4% | +2.9% |
| 30D | -3.8% | -15.1% | +11.3% | -1.9% |
| 3M | -14.6% | +4.9% | -19.5% | -16.5% |
| 6M | -5.1% | +6.1% | -11.2% | -8.4% |
| YTD | +4.5% | +63.4% | -58.9% | -9.5% |
| 1Y | +13.5% | +72.5% | -58.9% | -3.1% |
| 3Y | +160.4% | -16.9% | +177.3% | +150.6% |
| All | +112.4% | -11.5% | +124.0% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling