+368.8%
SNXX vs MS
+19.6%
+349.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -8.9% |
| 7D | -12.0% | -1.5% | -10.5% | -8.9% |
| 30D | +37.9% | -1.5% | +39.4% | +41.9% |
| 3M | -52.7% | +1.4% | -54.0% | -50.1% |
| 6M | +194.8% | +34.7% | +160.1% | +102.2% |
| All | +368.8% | +19.6% | +349.2% | +254.7% |
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