+160.7%
MS vs SN
+490.7%
-330.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.4% | -9.3% | +10.7% | +3.5% |
| 30D | -0.3% | -4.8% | +4.5% | +0.7% |
| 3M | +0.3% | +40.4% | -40.1% | -7.8% |
| 6M | +31.3% | +50.9% | -19.6% | +18.1% |
| YTD | +24.7% | +54.9% | -30.3% | +11.3% |
| 1Y | +47.9% | +43.0% | +4.9% | +33.9% |
| 3Y | +178.3% | +391.8% | -213.5% | +114.8% |
| All | +160.7% | +490.7% | -330.0% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling