-2.1%
MA vs GE
+20.2%
-22.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -1.8% | +1.2% | -2.9% | -1.8% |
| 30D | +1.4% | -9.5% | +10.9% | +2.0% |
| 3M | +17.7% | +4.1% | +13.6% | +17.4% |
| 6M | +9.7% | +3.9% | +5.7% | +9.7% |
| YTD | +0.5% | +9.0% | -8.5% | +0.1% |
| 1Y | -2.1% | +21.9% | -24.0% | +0.2% |
| All | -2.1% | +20.2% | -22.3% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling