+182.7%
MS vs SNY
-9.4%
+192.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.7% | -3.6% | +5.3% | +2.1% |
| 30D | 0.0% | -1.4% | +1.5% | +0.2% |
| 3M | +3.0% | -4.2% | +7.2% | +3.5% |
| 6M | +35.7% | +2.0% | +33.7% | +35.1% |
| YTD | +23.3% | -6.7% | +30.0% | +24.2% |
| 1Y | +44.7% | -4.7% | +49.4% | +45.2% |
| All | +182.7% | -9.4% | +192.1% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling