+556.2%
MS vs SO
+195.2%
+360.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -2.0% |
| 30D | +0.9% | +7.8% | -6.9% | -2.1% |
| 3M | -10.8% | +2.9% | -13.8% | -12.0% |
| 6M | +0.9% | +2.5% | -1.6% | -0.7% |
| YTD | +9.8% | +10.3% | -0.5% | +4.1% |
| 1Y | +17.1% | +6.4% | +10.7% | +12.6% |
| 3Y | +175.7% | +52.8% | +122.9% | +119.4% |
| 5Y | +125.9% | +78.7% | +47.2% | +63.1% |
| 10Y | +556.2% | +196.3% | +359.9% | +375.9% |
| All | +556.2% | +195.2% | +360.9% | +375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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