+702.3%
MS vs SW
+755.0%
-52.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +1.4% | -5.1% | +6.5% | +1.8% |
| 30D | -0.3% | -4.6% | +4.3% | +0.1% |
| 3M | +0.3% | +9.4% | -9.1% | -0.7% |
| 6M | +31.3% | +3.5% | +27.8% | +30.5% |
| YTD | +24.7% | +22.0% | +2.6% | +22.0% |
| 1Y | +47.9% | +2.2% | +45.7% | +46.6% |
| 3Y | +178.3% | +19.6% | +158.7% | +171.0% |
| 5Y | +144.9% | -2.3% | +147.2% | +137.4% |
| 10Y | +804.5% | +181.4% | +623.2% | +724.1% |
| All | +702.3% | +755.0% | -52.7% | +681.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling