+3,035.6%
SPY vs MS
+5,263.8%
-2,228.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -3.7% | -0.7% | -3.0% | -3.5% |
| 3M | -2.7% | -12.4% | +9.6% | +0.9% |
| 6M | +2.2% | -1.7% | +3.9% | +2.3% |
| YTD | +10.8% | +8.0% | +2.8% | +7.5% |
| 1Y | +11.2% | +16.2% | -5.0% | +5.6% |
| 3Y | +76.5% | +171.3% | -94.8% | +29.6% |
| 5Y | +72.9% | +124.8% | -51.8% | +33.0% |
| 10Y | +304.8% | +553.7% | -248.8% | +123.5% |
| All | +3,035.6% | +5,263.8% | -2,228.2% | +641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling