+6,288.2%
MS vs SO
+3,311.5%
+2,976.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +1.4% | -0.2% | +1.5% | +1.5% |
| 30D | -0.3% | -4.6% | +4.3% | +2.1% |
| 3M | +0.3% | -3.0% | +3.3% | +1.4% |
| 6M | +31.3% | -8.3% | +39.6% | +36.0% |
| YTD | +24.7% | +3.5% | +21.1% | +20.7% |
| 1Y | +47.9% | -0.9% | +48.8% | +46.0% |
| 3Y | +178.3% | +45.4% | +133.0% | +118.3% |
| 5Y | +144.9% | +59.6% | +85.3% | +78.6% |
| 10Y | +804.5% | +156.6% | +647.9% | +385.5% |
| All | +6,288.2% | +3,311.5% | +2,976.8% | +1,317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling