+181.3%
MS vs SPOT
+247.6%
-66.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +0.7% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -0.3% | +12.5% | -12.7% | -2.1% |
| 3M | +0.3% | +9.9% | -9.6% | -1.4% |
| 6M | +31.3% | +1.6% | +29.8% | +30.2% |
| YTD | +24.7% | -6.6% | +31.3% | +25.4% |
| 1Y | +47.9% | -22.9% | +70.8% | +54.3% |
| All | +181.3% | +247.6% | -66.3% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling