+172.8%
GE vs MSCI
+3,095.4%
-2,922.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.5% |
| 7D | +7.1% | +2.8% | +4.3% | +6.0% |
| 30D | +6.5% | +15.4% | -9.0% | +0.9% |
| 3M | -13.6% | +13.4% | -27.0% | -17.7% |
| 6M | +6.0% | +10.9% | -4.9% | +0.9% |
| YTD | +5.4% | +13.0% | -7.6% | -1.3% |
| 1Y | +6.5% | +12.0% | -5.6% | 0.0% |
| 3Y | +268.6% | +34.1% | +234.5% | +215.0% |
| 5Y | +389.0% | +3.9% | +385.2% | +349.5% |
| 10Y | +163.3% | +802.0% | -638.7% | +0.3% |
| All | +172.8% | +3,095.4% | -2,922.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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