+205.7%
GLW vs MS
+110.9%
+94.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.9% | -7.0% | -9.2% |
| 7D | -19.7% | -3.4% | -16.4% | -17.8% |
| 30D | -38.8% | -3.9% | -34.9% | -37.0% |
| 3M | -33.9% | -15.9% | -18.0% | -26.0% |
| 6M | -36.0% | -2.5% | -33.5% | -34.1% |
| YTD | +18.7% | +5.1% | +13.7% | +16.5% |
| 1Y | +19.8% | +13.0% | +6.8% | +13.0% |
| 3Y | +294.3% | +160.7% | +133.6% | +130.3% |
| 5Y | +205.7% | +114.0% | +91.7% | +91.0% |
| All | +205.7% | +110.9% | +94.8% | +91.0% |
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