-3.5%
MS vs SSPC
+45.8%
-49.3%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +18.3% | -24.2% | -2.9% |
| 7D | -3.4% | +29.9% | -33.3% | +1.2% |
| 30D | -3.9% | +73.6% | -77.5% | +6.1% |
| All | -3.5% | +45.8% | -49.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 1mo: compounded portfolio wealth divided by compounded SSPC 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…
1mo analysis · Full analysis span regression · Available span rolling