+505.6%
MA vs GE
+151.9%
+353.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.2% |
| 7D | -1.8% | +1.2% | -2.9% | -2.1% |
| 30D | +1.4% | -9.5% | +10.9% | +4.4% |
| 3M | +17.7% | +4.1% | +13.6% | +15.8% |
| 6M | +9.7% | +3.9% | +5.7% | +7.1% |
| YTD | +0.5% | +9.0% | -8.5% | -3.8% |
| 1Y | -2.1% | +21.9% | -24.0% | -9.9% |
| 3Y | +40.1% | +281.8% | -241.7% | -13.5% |
| 5Y | +67.5% | +436.7% | -369.2% | -9.4% |
| 10Y | +505.6% | +151.5% | +354.1% | +204.0% |
| All | +505.6% | +151.9% | +353.7% | +204.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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