+684.1%
MS vs SW
+189.7%
+494.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.1% | +0.2% | +3.6% |
| 7D | +2.6% | +12.1% | -9.4% | +0.7% |
| 30D | +2.6% | +6.6% | -3.9% | +1.5% |
| 3M | -10.1% | -6.0% | -4.1% | -9.3% |
| 6M | +4.4% | +21.5% | -17.1% | +0.4% |
| YTD | +11.7% | +20.3% | -8.6% | +7.2% |
| 1Y | +20.9% | +28.1% | -7.2% | +14.7% |
| 3Y | +177.1% | +51.6% | +125.5% | +154.2% |
| 5Y | +127.7% | -0.1% | +127.9% | +114.0% |
| 10Y | +684.1% | +189.7% | +494.3% | +498.0% |
| All | +684.1% | +189.7% | +494.3% | +498.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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