+307.3%
SPY vs MS
+614.4%
-307.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.0% |
| 7D | +0.1% | +0.7% | -0.7% | -0.3% |
| 30D | -3.3% | -0.9% | -2.4% | -3.0% |
| 3M | -2.4% | -13.0% | +10.6% | +3.3% |
| 6M | +2.6% | -2.0% | +4.5% | +2.6% |
| YTD | +11.2% | +7.8% | +3.5% | +6.1% |
| 1Y | +13.4% | +17.9% | -4.5% | +3.9% |
| 3Y | +79.9% | +174.8% | -94.9% | +10.8% |
| 5Y | +72.2% | +119.9% | -47.7% | +14.8% |
| 10Y | +307.3% | +578.8% | -271.5% | +68.9% |
| All | +307.3% | +614.4% | -307.1% | +68.9% |
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 · 6 months rolling