+133.7%
MS vs SN
+647.0%
-513.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.1% | +3.3% |
| 7D | +2.6% | +10.6% | -8.0% | +0.4% |
| 30D | +2.6% | +20.0% | -17.4% | -1.5% |
| 3M | -10.1% | +30.4% | -40.4% | -15.5% |
| 6M | +4.4% | +91.0% | -86.6% | -10.7% |
| YTD | +11.7% | +95.9% | -84.2% | -5.5% |
| 1Y | +20.9% | +158.9% | -137.9% | -4.1% |
| 3Y | +177.1% | +391.8% | -214.7% | +103.3% |
| All | +133.7% | +647.0% | -513.3% | +71.2% |
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