+620.7%
GEV vs MS
+153.7%
+467.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | +3.3% | +1.4% | +1.9% | +2.3% |
| 30D | -7.5% | -0.3% | -7.2% | -7.4% |
| 3M | -2.2% | +0.3% | -2.5% | -2.8% |
| 6M | +12.1% | +31.3% | -19.2% | -9.5% |
| YTD | +44.4% | +24.7% | +19.7% | +19.7% |
| 1Y | +57.7% | +47.9% | +9.7% | +12.8% |
| All | +620.7% | +153.7% | +467.0% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling