+266.1%
GE vs MSI
+76.4%
+189.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.7% | +3.2% | -0.6% | +1.5% |
| 30D | +8.1% | +17.6% | -9.5% | +1.6% |
| 3M | -7.9% | +14.5% | -22.4% | -12.6% |
| 6M | +12.9% | +34.3% | -21.4% | -0.2% |
| YTD | +8.2% | +39.7% | -31.5% | -7.0% |
| 1Y | +9.7% | +40.2% | -30.5% | -5.9% |
| 3Y | +266.1% | +77.1% | +189.0% | +176.1% |
| All | +266.1% | +76.4% | +189.7% | +176.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling