+44.7%
MS vs SU
+74.8%
-30.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.2% |
| 7D | +1.7% | +1.6% | +0.1% | +1.9% |
| 30D | 0.0% | +10.7% | -10.7% | +1.3% |
| 3M | +3.0% | +13.5% | -10.5% | +4.4% |
| 6M | +35.7% | +21.8% | +13.9% | +36.7% |
| YTD | +23.3% | +58.8% | -35.5% | +21.4% |
| 1Y | +44.7% | +72.0% | -27.4% | +41.1% |
| All | +44.7% | +74.8% | -30.1% | +41.1% |
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 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