-95.5%
SNDQ vs MS
+12.8%
-108.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.2% | +9.2% | +4.4% |
| 7D | -20.4% | -2.1% | -18.3% | -24.7% |
| 30D | -54.5% | -1.1% | -53.4% | -56.4% |
| 3M | -79.1% | +3.5% | -82.5% | -74.1% |
| All | -95.5% | +12.8% | -108.3% | -93.9% |
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 · Available span rolling