+2,005.4%
GLW vs MS
+5,117.3%
-3,112.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -5.9% | -7.0% | -10.5% |
| 7D | -19.7% | -3.4% | -16.4% | -18.5% |
| 30D | -38.8% | -3.9% | -34.9% | -37.7% |
| 3M | -33.9% | -15.9% | -18.0% | -28.8% |
| 6M | -36.0% | -2.5% | -33.5% | -34.8% |
| YTD | +18.7% | +5.1% | +13.7% | +17.2% |
| 1Y | +19.8% | +13.0% | +6.8% | +15.0% |
| 3Y | +294.3% | +160.7% | +133.6% | +169.9% |
| 5Y | +205.7% | +114.0% | +91.7% | +123.9% |
| 10Y | +493.8% | +637.5% | -143.7% | +166.8% |
| All | +2,005.4% | +5,117.3% | -3,112.0% | +343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling