+153.1%
GE vs MS
+802.6%
-649.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -2.4% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | +3.0% | +0.3% | +2.7% | +2.4% |
| 6M | -0.5% | +31.3% | -31.9% | -16.4% |
| YTD | +9.7% | +24.7% | -14.9% | -5.4% |
| 1Y | +20.0% | +47.9% | -27.9% | -7.6% |
| 3Y | +275.8% | +178.3% | +97.5% | +86.0% |
| 5Y | +429.1% | +144.9% | +284.2% | +177.1% |
| All | +153.1% | +802.6% | -649.4% | -40.3% |
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