+5,285.6%
MS vs SM
+1,094.8%
+4,190.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.0% |
| 7D | -3.4% | -25.1% | +21.7% | +2.0% |
| 30D | -3.9% | -15.6% | +11.7% | -1.2% |
| 3M | -15.9% | +2.7% | -18.6% | -17.5% |
| 6M | -2.5% | -3.8% | +1.4% | -4.2% |
| YTD | +5.1% | +61.8% | -56.8% | -8.7% |
| 1Y | +13.0% | +71.4% | -58.4% | -3.3% |
| 3Y | +160.7% | -20.7% | +181.4% | +154.1% |
| 5Y | +114.0% | -11.5% | +125.5% | +92.5% |
| 10Y | +637.5% | +10.2% | +627.2% | +295.4% |
| All | +5,285.6% | +1,094.8% | +4,190.9% | +1,626.2% |
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