+521.8%
GLW vs MS
+576.8%
-55.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -11.1% | +0.8% | -11.9% | -11.4% |
| 30D | -28.4% | -0.7% | -27.7% | -27.9% |
| 3M | -28.8% | -12.4% | -16.4% | -22.3% |
| 6M | -39.8% | -1.7% | -38.1% | -38.6% |
| YTD | +28.7% | +8.0% | +20.7% | +23.7% |
| 1Y | +27.7% | +16.2% | +11.5% | +17.6% |
| 3Y | +331.3% | +171.3% | +160.0% | +132.9% |
| 5Y | +233.4% | +124.8% | +108.7% | +96.6% |
| 10Y | +521.8% | +553.7% | -31.9% | +91.8% |
| All | +521.8% | +576.8% | -55.0% | +91.8% |
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