+960.2%
MS vs SNY
+253.7%
+706.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | -0.3% | +3.4% | -3.7% | -2.4% |
| 3M | +0.3% | -0.3% | +0.6% | -0.5% |
| 6M | +31.3% | +1.0% | +30.3% | +28.9% |
| YTD | +24.7% | -3.6% | +28.3% | +25.6% |
| 1Y | +47.9% | +3.0% | +44.9% | +41.2% |
| 3Y | +178.3% | -4.3% | +182.7% | +158.9% |
| 5Y | +144.9% | +5.2% | +139.7% | +103.0% |
| 10Y | +804.5% | +70.2% | +734.3% | +387.7% |
| All | +960.2% | +253.7% | +706.5% | +197.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling