+52.4%
GEV vs MS
+22.2%
+30.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.2% | -13.5% | -11.7% |
| 7D | -5.1% | +2.6% | -7.8% | -6.7% |
| 30D | -15.8% | +2.6% | -18.4% | -17.2% |
| 3M | -18.2% | -10.1% | -8.1% | -13.2% |
| 6M | -22.4% | +4.4% | -26.7% | -24.1% |
| YTD | +27.7% | +11.7% | +16.0% | +16.4% |
| 1Y | +52.4% | +20.9% | +31.4% | +29.6% |
| All | +52.4% | +22.2% | +30.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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