+556.2%
MS vs SU
+232.2%
+324.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.0% |
| 7D | -1.7% | -4.3% | +2.5% | -0.1% |
| 30D | +0.9% | -6.2% | +7.1% | +2.9% |
| 3M | -10.8% | +9.7% | -20.5% | -14.7% |
| 6M | +0.9% | +7.3% | -6.4% | -3.4% |
| YTD | +9.8% | +58.7% | -48.9% | -11.2% |
| 1Y | +17.1% | +59.7% | -42.7% | -5.7% |
| 3Y | +175.7% | +129.2% | +46.5% | +87.9% |
| 5Y | +125.9% | +223.7% | -97.8% | +25.9% |
| 10Y | +556.2% | +235.9% | +320.3% | +226.1% |
| All | +556.2% | +232.2% | +324.0% | +226.1% |
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