+5,285.6%
MS vs SPGI
+12,981.9%
-7,696.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -4.5% |
| 7D | -3.4% | +2.6% | -5.9% | -5.2% |
| 30D | -3.9% | +19.3% | -23.2% | -16.1% |
| 3M | -15.9% | +15.5% | -31.4% | -25.2% |
| 6M | -2.5% | +18.3% | -20.8% | -16.5% |
| YTD | +5.1% | -3.8% | +8.9% | +3.2% |
| 1Y | +13.0% | +1.3% | +11.6% | +6.4% |
| 3Y | +160.7% | +33.6% | +127.1% | +95.5% |
| 5Y | +114.0% | +13.2% | +100.9% | +76.5% |
| 10Y | +637.5% | +346.3% | +291.2% | +91.5% |
| All | +5,285.6% | +12,981.9% | -7,696.3% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling