+312.8%
SNXX vs MS
+39.4%
+273.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.1% | +22.7% |
| 7D | +34.9% | +1.4% | +33.5% | +29.6% |
| 30D | +52.5% | -0.3% | +52.8% | +53.3% |
| 3M | -41.3% | +0.3% | -41.6% | -36.4% |
| All | +312.8% | +39.4% | +273.4% | +118.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling