+834.0%
MS vs SNY
+286.7%
+547.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.1% | +2.8% | +2.2% | +3.2% |
| 30D | +5.7% | +21.6% | -15.9% | -7.1% |
| 3M | -12.2% | +10.5% | -22.7% | -18.1% |
| 6M | -0.5% | +14.0% | -14.5% | -10.0% |
| YTD | +9.8% | +5.4% | +4.5% | +3.9% |
| 1Y | +17.7% | -2.5% | +20.2% | +17.0% |
| 3Y | +176.8% | +22.1% | +154.7% | +121.7% |
| 5Y | +123.7% | +18.0% | +105.7% | +71.1% |
| 10Y | +556.3% | +77.7% | +478.7% | +245.7% |
| All | +834.0% | +286.7% | +547.3% | +146.4% |
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