+553.7%
MS vs SPGI
+335.3%
+218.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.2% | -0.1% |
| 7D | +0.8% | +1.6% | -0.8% | -0.1% |
| 30D | -0.7% | +16.1% | -16.8% | -9.4% |
| 3M | -12.4% | +15.5% | -27.8% | -20.2% |
| 6M | -1.7% | +19.6% | -21.4% | -13.8% |
| YTD | +8.0% | -3.6% | +11.6% | +7.4% |
| 1Y | +16.2% | +2.2% | +14.0% | +10.9% |
| 3Y | +171.3% | +30.1% | +141.2% | +117.7% |
| 5Y | +124.8% | +14.9% | +109.8% | +91.7% |
| 10Y | +553.7% | +334.0% | +219.7% | +117.8% |
| All | +553.7% | +335.3% | +218.3% | +117.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling