+161.8%
MS vs SN
+384.9%
-223.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -5.0% | -5.7% |
| 7D | -3.4% | +3.8% | -7.2% | -4.3% |
| 30D | -3.9% | +17.5% | -21.5% | -7.9% |
| 3M | -15.9% | +19.2% | -35.1% | -20.0% |
| 6M | -2.5% | +84.9% | -87.4% | -18.6% |
| YTD | +5.1% | +94.0% | -88.9% | -14.0% |
| 1Y | +13.0% | +151.3% | -138.4% | -14.4% |
| All | +161.8% | +384.9% | -223.1% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling