+808.5%
MS vs SUI
+110.1%
+698.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.5% |
| 30D | -0.3% | -1.2% | +0.9% | +0.1% |
| 3M | +0.3% | -1.7% | +2.0% | +0.4% |
| 6M | +31.3% | -10.5% | +41.8% | +36.3% |
| YTD | +24.7% | -1.8% | +26.5% | +24.4% |
| 1Y | +47.9% | -4.1% | +52.0% | +48.7% |
| 3Y | +178.3% | +11.3% | +167.1% | +157.8% |
| 5Y | +144.9% | -32.1% | +177.0% | +174.9% |
| All | +808.5% | +110.1% | +698.5% | +813.5% |
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