+436.6%
GE vs MS
+145.3%
+291.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -1.6% | +1.4% | -3.0% | -2.3% |
| 30D | -11.6% | -0.3% | -11.3% | -11.5% |
| 3M | +3.0% | +0.3% | +2.7% | +2.5% |
| 6M | -0.5% | +31.3% | -31.9% | -14.0% |
| YTD | +9.7% | +24.7% | -14.9% | -3.1% |
| 1Y | +20.0% | +47.9% | -27.9% | -3.6% |
| 3Y | +275.8% | +178.3% | +97.5% | +110.3% |
| All | +436.6% | +145.3% | +291.3% | +210.9% |
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