+72.6%
SPY vs MS
+123.3%
-50.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.7% |
| 7D | +2.6% | +5.1% | -2.5% | +0.5% |
| 30D | -2.0% | +5.7% | -7.7% | -4.3% |
| 3M | -2.8% | -12.2% | +9.4% | +2.3% |
| 6M | +2.1% | -0.5% | +2.6% | +1.5% |
| 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% | +7.7% |
| All | +72.6% | +123.3% | -50.8% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling