+432.9%
SNXX vs MS
+21.4%
+411.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +22.8% |
| 7D | +34.9% | +1.4% | +33.5% | +30.6% |
| 30D | +52.5% | -0.3% | +52.8% | +53.3% |
| 3M | -41.3% | +0.3% | -41.6% | -37.0% |
| 6M | +293.8% | +31.3% | +262.4% | +173.0% |
| All | +432.9% | +21.4% | +411.5% | +289.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling