+405.9%
GE vs MS
+123.4%
+282.5%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.1% |
| 7D | +5.1% | +3.7% | +1.4% | +3.2% |
| 30D | +7.6% | +2.0% | +5.6% | +6.4% |
| 3M | -9.3% | -12.6% | +3.3% | -2.8% |
| 6M | +11.5% | -0.3% | +11.8% | +11.2% |
| YTD | +7.9% | +9.0% | -1.1% | +2.1% |
| 1Y | +7.6% | +13.9% | -6.2% | -0.5% |
| 3Y | +265.9% | +173.6% | +92.2% | +106.7% |
| 5Y | +405.9% | +122.0% | +284.0% | +203.3% |
| All | +405.9% | +123.4% | +282.5% | +203.3% |
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 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