-91.2%
SNDQ vs MS
+0.9%
-92.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.8% | +8.9% | +6.0% |
| 7D | -31.8% | +3.7% | -35.5% | -22.6% |
| 30D | +69.3% | +2.0% | +67.3% | +91.0% |
| 3M | +1.1% | -12.6% | +13.7% | -27.2% |
| 6M | -72.4% | -0.3% | -72.2% | -71.5% |
| All | -91.2% | +0.9% | -92.1% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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