+152.0%
GE vs MS
+549.7%
-397.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +2.7% | +5.1% | -2.4% | -0.4% |
| 30D | +8.1% | +5.7% | +2.4% | +4.3% |
| 3M | -7.9% | -12.2% | +4.3% | -0.3% |
| 6M | +12.9% | -0.5% | +13.4% | +12.4% |
| YTD | +8.2% | +9.8% | -1.6% | +0.5% |
| 1Y | +9.7% | +17.7% | -8.1% | -2.6% |
| 3Y | +266.1% | +176.8% | +89.3% | +80.2% |
| 5Y | +407.4% | +123.7% | +283.7% | +178.7% |
| All | +152.0% | +549.7% | -397.8% | -28.6% |
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