+145.1%
MS vs SPGI
+8.3%
+136.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +1.0% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | -0.3% | +8.4% | -8.7% | -4.3% |
| 3M | +0.3% | +11.8% | -11.5% | -6.3% |
| 6M | +31.3% | +5.7% | +25.6% | +26.0% |
| YTD | +24.7% | -9.7% | +34.3% | +29.5% |
| 1Y | +47.9% | -12.5% | +60.4% | +55.8% |
| 3Y | +178.3% | +21.8% | +156.5% | +141.4% |
| All | +145.1% | +8.3% | +136.8% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling