+611.0%
MS vs SUI
+118.9%
+492.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | -3.4% | +8.8% | -12.2% | -6.5% |
| 30D | -3.9% | +8.9% | -12.8% | -7.3% |
| 3M | -15.9% | +2.0% | -17.9% | -16.9% |
| 6M | -2.5% | -0.6% | -1.8% | -3.2% |
| YTD | +5.1% | +1.3% | +3.7% | +3.2% |
| 1Y | +13.0% | +1.3% | +11.7% | +10.8% |
| 3Y | +160.7% | +16.3% | +144.4% | +136.3% |
| 5Y | +114.0% | -25.1% | +139.1% | +130.5% |
| All | +611.0% | +118.9% | +492.1% | +621.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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