+17.7%
MS vs SU
+61.1%
-43.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.9% |
| 7D | +5.1% | +1.7% | +3.4% | +5.3% |
| 30D | +5.7% | -7.9% | +13.5% | +4.3% |
| 3M | -12.2% | +7.5% | -19.7% | -11.0% |
| 6M | -0.5% | +7.2% | -7.7% | +0.2% |
| YTD | +9.8% | +60.9% | -51.1% | +13.9% |
| 1Y | +17.7% | +63.6% | -45.9% | +22.0% |
| All | +17.7% | +61.1% | -43.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling