+4,159.9%
MS vs SUI
+4,171.7%
-11.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.4% |
| 7D | -3.4% | +8.8% | -12.2% | -8.4% |
| 30D | -3.9% | +8.9% | -12.8% | -9.5% |
| 3M | -15.9% | +2.0% | -17.9% | -17.7% |
| 6M | -2.5% | -0.6% | -1.8% | -3.9% |
| YTD | +5.1% | +1.3% | +3.7% | +1.7% |
| 1Y | +13.0% | +1.3% | +11.7% | +9.2% |
| 3Y | +160.7% | +16.3% | +144.4% | +121.9% |
| 5Y | +114.0% | -25.1% | +139.1% | +133.7% |
| 10Y | +637.5% | +121.1% | +516.4% | +244.7% |
| All | +4,159.9% | +4,171.7% | -11.8% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling