+114.0%
MS vs SPG
+75.4%
+38.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.5% |
| 7D | -3.4% | +5.0% | -8.4% | -5.9% |
| 30D | -3.9% | +12.3% | -16.2% | -10.0% |
| 3M | -15.9% | +1.9% | -17.8% | -16.9% |
| 6M | -2.5% | +14.4% | -16.9% | -10.5% |
| YTD | +5.1% | +26.5% | -21.4% | -9.5% |
| 1Y | +13.0% | +30.7% | -17.7% | -4.7% |
| 3Y | +160.7% | +122.6% | +38.1% | +57.7% |
| 5Y | +114.0% | +73.3% | +40.7% | +42.8% |
| All | +114.0% | +75.4% | +38.6% | +42.8% |
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