+20.9%
MS vs SPGI
+3.2%
+17.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.9% | +3.7% |
| 7D | +2.6% | +7.2% | -4.6% | +1.5% |
| 30D | +2.6% | +23.2% | -20.6% | -0.8% |
| 3M | -10.1% | +17.0% | -27.1% | -12.4% |
| 6M | +4.4% | +20.4% | -16.0% | +0.7% |
| YTD | +11.7% | -1.9% | +13.6% | +13.3% |
| 1Y | +20.9% | +2.9% | +18.1% | +21.6% |
| All | +20.9% | +3.2% | +17.7% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling