+181.3%
MS vs SUI
+12.1%
+169.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.1% |
| 30D | -0.3% | -1.2% | +0.9% | 0.0% |
| 3M | +0.3% | -1.7% | +2.0% | +0.3% |
| 6M | +31.3% | -10.5% | +41.8% | +35.3% |
| YTD | +24.7% | -1.8% | +26.5% | +24.3% |
| 1Y | +47.9% | -4.1% | +52.0% | +48.5% |
| All | +181.3% | +12.1% | +169.3% | +158.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling