+23.3%
MS vs SNDU
-31.0%
+54.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.2% | -9.1% | +2.6% |
| 7D | +0.7% | -38.6% | +39.3% | +2.2% |
| 30D | -0.9% | -73.9% | +72.9% | +3.4% |
| 3M | -13.0% | -61.1% | +48.1% | -11.3% |
| 6M | -2.0% | -86.0% | +84.0% | +0.3% |
| All | +23.3% | -31.0% | +54.3% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 5y: compounded portfolio wealth divided by compounded SNDU 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…
5y analysis · Full analysis span regression · 6 months rolling