+145.1%
MS vs SPG
+102.5%
+42.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +1.4% | -2.4% | +3.8% | +2.7% |
| 30D | -0.3% | -6.8% | +6.6% | +3.6% |
| 3M | +0.3% | +2.7% | -2.4% | -1.9% |
| 6M | +31.3% | +5.5% | +25.9% | +26.2% |
| YTD | +24.7% | +15.7% | +9.0% | +13.3% |
| 1Y | +47.9% | +20.9% | +27.0% | +30.6% |
| 3Y | +178.3% | +112.4% | +66.0% | +76.0% |
| All | +145.1% | +102.5% | +42.5% | +50.4% |
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