+152.0%
GE vs MSI
+593.5%
-441.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -1.2% | -4.0% | +2.7% | +0.7% |
| 30D | -11.3% | -0.5% | -10.8% | -11.2% |
| 3M | -1.4% | +11.4% | -12.8% | -6.9% |
| 6M | +1.2% | +1.0% | +0.2% | -0.3% |
| YTD | +5.9% | +20.7% | -14.7% | -4.6% |
| 1Y | +18.4% | -2.7% | +21.1% | +18.1% |
| 3Y | +271.0% | +68.2% | +202.8% | +179.9% |
| 5Y | +417.9% | +100.0% | +318.0% | +252.5% |
| 10Y | +152.0% | +596.9% | -444.9% | +20.0% |
| All | +152.0% | +593.5% | -441.6% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling