+160.4%
MS vs SO
+45.4%
+115.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.6% |
| 30D | -3.8% | +8.1% | -11.9% | -3.3% |
| 3M | -14.6% | +0.2% | -14.8% | -14.6% |
| 6M | -5.1% | +0.4% | -5.5% | -5.1% |
| YTD | +4.5% | +8.5% | -4.0% | +4.0% |
| 1Y | +13.5% | +4.9% | +8.6% | +13.3% |
| 3Y | +160.4% | +47.9% | +112.5% | +131.1% |
| All | +160.4% | +45.4% | +115.0% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling