+5,423.2%
MS vs SU
+374,718.3%
-369,295.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.1% |
| 7D | +0.7% | -10.6% | +11.3% | +0.8% |
| 30D | -0.9% | -6.6% | +5.7% | -0.9% |
| 3M | -13.0% | +12.9% | -25.9% | -13.0% |
| 6M | -2.0% | +6.7% | -8.7% | -2.0% |
| YTD | +7.8% | +55.2% | -47.4% | +7.7% |
| 1Y | +17.9% | +61.5% | -43.7% | +17.7% |
| 3Y | +174.8% | +128.7% | +46.1% | +174.3% |
| 5Y | +119.9% | +210.8% | -91.0% | +119.3% |
| 10Y | +578.8% | +214.4% | +364.5% | +576.9% |
| All | +5,423.2% | +374,718.3% | -369,295.1% | +5,276.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling