+1,935.6%
GE vs MS
+5,117.3%
-3,181.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.9% | +1.5% | -2.4% |
| 7D | +0.5% | -3.4% | +3.9% | +1.8% |
| 30D | +1.7% | -3.9% | +5.6% | +3.1% |
| 3M | -17.3% | -15.9% | -1.4% | -12.3% |
| 6M | +10.1% | -2.5% | +12.6% | +10.9% |
| YTD | +2.6% | +5.1% | -2.5% | +0.5% |
| 1Y | +3.7% | +13.0% | -9.2% | -1.0% |
| 3Y | +268.3% | +160.7% | +107.6% | +161.4% |
| 5Y | +376.2% | +114.0% | +262.1% | +258.9% |
| 10Y | +156.4% | +637.5% | -481.1% | +30.3% |
| All | +1,935.6% | +5,117.3% | -3,181.7% | +374.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling