+79.9%
SPY vs MS
+169.4%
-89.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.2% |
| 7D | +0.1% | +0.7% | -0.7% | -0.2% |
| 30D | -3.3% | -0.9% | -2.4% | -3.1% |
| 3M | -2.4% | -13.0% | +10.6% | +2.5% |
| 6M | +2.6% | -2.0% | +4.5% | +2.6% |
| YTD | +11.2% | +7.8% | +3.5% | +6.7% |
| 1Y | +13.4% | +17.9% | -4.5% | +4.9% |
| 3Y | +79.9% | +174.8% | -94.9% | +27.0% |
| All | +79.9% | +169.4% | -89.5% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling