+803.2%
MS vs SU
+259.2%
+544.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | 0.0% | +10.7% | -10.7% | -4.0% |
| 3M | +3.0% | +13.5% | -10.5% | -2.6% |
| 6M | +35.7% | +21.8% | +13.9% | +23.4% |
| YTD | +23.3% | +58.8% | -35.5% | +0.4% |
| 1Y | +44.7% | +72.0% | -27.4% | +13.7% |
| 3Y | +178.0% | +121.7% | +56.3% | +92.8% |
| 5Y | +143.2% | +350.4% | -207.2% | +16.8% |
| 10Y | +803.2% | +264.7% | +538.5% | +338.3% |
| All | +803.2% | +259.2% | +544.0% | +338.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling