+20.0%
GE vs MSI
-0.7%
+20.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | -3.7% | +2.1% | -1.0% |
| 30D | -11.6% | +6.8% | -18.4% | -12.7% |
| 3M | +3.0% | +14.3% | -11.3% | +0.1% |
| 6M | -0.5% | -1.6% | +1.0% | -1.0% |
| YTD | +9.7% | +22.8% | -13.1% | +7.3% |
| 1Y | +20.0% | -1.1% | +21.1% | +24.0% |
| All | +20.0% | -0.7% | +20.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling