+493.9%
GLW vs MS
+616.2%
-122.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +3.0% |
| 7D | -13.9% | -1.6% | -12.4% | -13.0% |
| 30D | -35.0% | -3.8% | -31.2% | -33.2% |
| 3M | -32.4% | -14.6% | -17.8% | -25.0% |
| 6M | -41.3% | -5.1% | -36.3% | -38.9% |
| YTD | +21.8% | +4.5% | +17.3% | +19.4% |
| 1Y | +21.8% | +13.5% | +8.3% | +13.8% |
| 3Y | +307.7% | +160.4% | +147.3% | +126.7% |
| 5Y | +213.7% | +112.9% | +100.8% | +91.9% |
| All | +493.9% | +616.2% | -122.3% | +93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling