+15.9%
MS vs SN
+143.5%
-127.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.2% | +2.5% |
| 7D | +0.7% | +7.6% | -6.9% | -0.8% |
| 30D | -0.9% | +24.1% | -25.0% | -5.2% |
| 3M | -13.0% | +23.7% | -36.7% | -16.6% |
| 6M | -2.0% | +105.5% | -107.5% | -18.6% |
| YTD | +7.8% | +105.1% | -97.3% | -10.6% |
| All | +15.9% | +143.5% | -127.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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