+307.8%
SPY vs MS
+549.7%
-241.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +2.6% | +5.1% | -2.5% | +0.4% |
| 30D | -2.0% | +5.7% | -7.7% | -4.4% |
| 3M | -2.8% | -12.2% | +9.4% | +2.5% |
| 6M | +2.1% | -0.5% | +2.6% | +1.6% |
| YTD | +11.5% | +9.8% | +1.7% | +5.5% |
| 1Y | +13.5% | +17.7% | -4.3% | +4.0% |
| 3Y | +77.7% | +176.8% | -99.1% | +9.0% |
| 5Y | +72.6% | +123.7% | -51.1% | +14.1% |
| All | +307.8% | +549.7% | -241.9% | +67.1% |
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 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