+781.0%
MS vs SNY
+64.5%
+716.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.5% | -3.3% | +1.8% | -0.4% |
| 30D | -1.5% | -2.2% | +0.7% | -0.8% |
| 3M | +1.4% | -3.0% | +4.4% | +2.1% |
| 6M | +34.7% | +2.7% | +32.0% | +32.7% |
| YTD | +22.7% | -6.8% | +29.6% | +25.0% |
| 1Y | +40.1% | -5.3% | +45.4% | +41.2% |
| 3Y | +181.4% | -9.8% | +191.2% | +179.1% |
| 5Y | +142.6% | +9.7% | +132.9% | +112.0% |
| All | +781.0% | +64.5% | +716.5% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling