+312.8%
SPY vs MS
+802.6%
-489.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.5% |
| 30D | +0.1% | -0.3% | +0.3% | +0.1% |
| 3M | +2.0% | +0.3% | +1.7% | +1.5% |
| 6M | +13.0% | +31.3% | -18.3% | -0.2% |
| YTD | +13.5% | +24.7% | -11.1% | +2.0% |
| 1Y | +20.0% | +47.9% | -27.9% | -0.2% |
| 3Y | +77.2% | +178.3% | -101.1% | +9.0% |
| 5Y | +81.9% | +144.9% | -63.0% | +16.0% |
| All | +312.8% | +802.6% | -489.7% | +44.3% |
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