+607.1%
MS vs SPGI
+333.9%
+273.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | 0.0% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | -3.8% | +18.4% | -22.2% | -13.3% |
| 3M | -14.6% | +15.7% | -30.3% | -22.4% |
| 6M | -5.1% | +17.3% | -22.3% | -15.8% |
| YTD | +4.5% | -4.7% | +9.2% | +4.6% |
| 1Y | +13.5% | +1.8% | +11.7% | +8.5% |
| 3Y | +160.4% | +31.7% | +128.7% | +107.1% |
| 5Y | +112.9% | +12.1% | +100.8% | +84.7% |
| All | +607.1% | +333.9% | +273.2% | +145.1% |
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