+297.3%
GLW vs MS
+159.2%
+138.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.9% | -7.0% | -8.9% |
| 7D | -19.7% | -3.4% | -16.4% | -17.7% |
| 30D | -38.8% | -3.9% | -34.9% | -36.9% |
| 3M | -33.9% | -15.9% | -18.0% | -25.6% |
| 6M | -36.0% | -2.5% | -33.5% | -33.8% |
| YTD | +18.7% | +5.1% | +13.7% | +16.9% |
| 1Y | +19.8% | +13.0% | +6.8% | +13.3% |
| All | +297.3% | +159.2% | +138.1% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling