+157.4%
GE vs MSI
+670.3%
-512.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +5.4% | +7.4% | -2.0% | +1.8% |
| 30D | +9.6% | +18.7% | -9.1% | +0.9% |
| 3M | -7.7% | +14.5% | -22.2% | -13.7% |
| 6M | +14.0% | +38.1% | -24.1% | -3.2% |
| YTD | +10.2% | +38.7% | -28.6% | -7.4% |
| 1Y | +8.9% | +35.4% | -26.5% | -7.5% |
| 3Y | +273.7% | +75.1% | +198.6% | +176.6% |
| 5Y | +410.2% | +126.4% | +283.8% | +226.6% |
| 10Y | +157.4% | +671.4% | -514.0% | +16.8% |
| All | +157.4% | +670.3% | -512.9% | +16.8% |
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