-2.5%
MS vs SPGI
+18.0%
-20.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.8% |
| 7D | -3.4% | +2.6% | -5.9% | -3.4% |
| 30D | -3.9% | +19.3% | -23.2% | -4.1% |
| 3M | -15.9% | +15.5% | -31.4% | -15.9% |
| 6M | -2.5% | +18.3% | -20.8% | -2.1% |
| All | -2.5% | +18.0% | -20.4% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling