+181.3%
MS vs SO
+45.7%
+135.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +1.4% | -0.2% | +1.5% | +1.4% |
| 30D | -0.3% | -4.6% | +4.3% | -0.3% |
| 3M | +0.3% | -3.0% | +3.3% | +0.1% |
| 6M | +31.3% | -8.3% | +39.6% | +31.3% |
| YTD | +24.7% | +3.5% | +21.1% | +23.3% |
| 1Y | +47.9% | -0.9% | +48.8% | +47.0% |
| All | +181.3% | +45.7% | +135.6% | +139.0% |
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