+6,288.2%
MS vs SU
+374,106.9%
-367,818.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +1.4% | +3.6% | -2.2% | +1.4% |
| 30D | -0.3% | +7.9% | -8.1% | -0.3% |
| 3M | +0.3% | +3.5% | -3.2% | +0.3% |
| 6M | +31.3% | +19.0% | +12.4% | +31.3% |
| YTD | +24.7% | +55.0% | -30.3% | +24.5% |
| 1Y | +47.9% | +71.2% | -23.3% | +47.7% |
| 3Y | +178.3% | +117.4% | +60.9% | +177.8% |
| 5Y | +144.9% | +335.2% | -190.3% | +144.1% |
| 10Y | +804.5% | +248.7% | +555.8% | +801.8% |
| All | +6,288.2% | +374,106.9% | -367,818.7% | +6,118.6% |
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