+2,765.1%
GE vs MSI
+4,457.4%
-1,692.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.8% |
| 7D | +7.1% | +4.7% | +2.4% | +5.6% |
| 30D | +6.5% | +14.8% | -8.3% | +2.2% |
| 3M | -13.6% | +8.8% | -22.4% | -15.8% |
| 6M | +6.0% | +19.3% | -13.3% | 0.0% |
| YTD | +5.4% | +35.3% | -30.0% | -4.2% |
| 1Y | +6.5% | +33.8% | -27.3% | -3.0% |
| 3Y | +268.6% | +74.4% | +194.2% | +210.5% |
| 5Y | +389.0% | +120.5% | +268.5% | +283.7% |
| 10Y | +163.3% | +685.2% | -521.9% | +44.8% |
| All | +2,765.1% | +4,457.4% | -1,692.4% | +628.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling