+342.1%
GLW vs MS
+145.3%
+196.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.5% |
| 7D | +3.8% | +1.4% | +2.4% | +2.9% |
| 30D | -1.3% | -0.3% | -1.1% | -1.2% |
| 3M | -21.8% | +0.3% | -22.1% | -21.8% |
| 6M | +6.9% | +31.3% | -24.4% | -8.2% |
| YTD | +77.2% | +24.7% | +52.5% | +55.7% |
| 1Y | +123.2% | +47.9% | +75.3% | +78.6% |
| 3Y | +400.0% | +178.3% | +221.7% | +178.2% |
| All | +342.1% | +145.3% | +196.8% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling