-63.4%
SNXX vs MS
-12.9%
-50.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.9% | -5.9% |
| 7D | +31.1% | +3.7% | +27.4% | +22.7% |
| 30D | -66.1% | +2.0% | -68.0% | -62.3% |
| 3M | -63.4% | -12.6% | -50.9% | -54.1% |
| All | -63.4% | -12.9% | -50.5% | -54.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling