+303.9%
SPY vs MS
+616.2%
-312.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | -2.7% | -1.6% | -1.2% | -2.1% |
| 30D | -5.4% | -3.8% | -1.6% | -3.9% |
| 3M | -4.1% | -14.6% | +10.5% | +2.3% |
| 6M | +0.7% | -5.1% | +5.8% | +2.2% |
| YTD | +8.7% | +4.5% | +4.1% | +5.1% |
| 1Y | +10.9% | +13.5% | -2.7% | +3.3% |
| 3Y | +75.0% | +160.4% | -85.4% | +10.6% |
| 5Y | +67.8% | +112.9% | -45.1% | +13.6% |
| All | +303.9% | +616.2% | -312.2% | +67.5% |
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