+155.5%
GE vs MS
+616.2%
-460.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +3.0% |
| 7D | +7.1% | -1.6% | +8.7% | +8.1% |
| 30D | +6.5% | -3.8% | +10.2% | +8.9% |
| 3M | -13.6% | -14.6% | +1.0% | -4.9% |
| 6M | +6.0% | -5.1% | +11.1% | +8.6% |
| YTD | +5.4% | +4.5% | +0.9% | +1.0% |
| 1Y | +6.5% | +13.5% | -7.1% | -3.3% |
| 3Y | +268.6% | +160.4% | +108.2% | +89.3% |
| 5Y | +389.0% | +112.9% | +276.2% | +177.9% |
| All | +155.5% | +616.2% | -460.7% | -27.3% |
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