+119.9%
MS vs SPG
+81.6%
+38.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.0% |
| 7D | +0.7% | +5.1% | -4.3% | -1.9% |
| 30D | -0.9% | +16.8% | -17.8% | -9.2% |
| 3M | -13.0% | +5.7% | -18.6% | -15.7% |
| 6M | -2.0% | +17.8% | -19.8% | -11.5% |
| YTD | +7.8% | +30.1% | -22.3% | -8.7% |
| 1Y | +17.9% | +32.8% | -14.9% | -1.4% |
| 3Y | +174.8% | +137.2% | +37.6% | +60.1% |
| 5Y | +119.9% | +81.5% | +38.4% | +43.8% |
| All | +119.9% | +81.6% | +38.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 5y: compounded portfolio wealth divided by compounded SPG 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…
5y analysis · Full analysis span regression · 6 months rolling