+6,288.2%
MS vs SM
+1,369.4%
+4,918.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.8% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.3% | +26.3% | -26.6% | -5.2% |
| 3M | +0.3% | +8.7% | -8.4% | -2.5% |
| 6M | +31.3% | +51.7% | -20.3% | +17.6% |
| YTD | +24.7% | +99.0% | -74.4% | +4.8% |
| 1Y | +47.9% | +34.6% | +13.3% | +34.0% |
| 3Y | +178.3% | -7.8% | +186.1% | +164.9% |
| 5Y | +144.9% | +104.8% | +40.1% | +85.5% |
| 10Y | +804.5% | +7.2% | +797.3% | +394.6% |
| All | +6,288.2% | +1,369.4% | +4,918.8% | +1,882.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling