+13,824.2%
MA vs GE
+231.0%
+13,593.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.6% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | +1.5% | -11.6% | +13.1% | +6.5% |
| 3M | +20.4% | +3.0% | +17.4% | +18.2% |
| 6M | +11.1% | -0.5% | +11.7% | +9.5% |
| YTD | +2.0% | +9.7% | -7.8% | -4.2% |
| 1Y | -2.2% | +20.0% | -22.2% | -11.9% |
| 3Y | +41.9% | +275.8% | -234.0% | -24.5% |
| 5Y | +75.4% | +429.1% | -353.7% | -21.3% |
| 10Y | +527.5% | +151.2% | +376.4% | +256.9% |
| All | +13,824.2% | +231.0% | +13,593.2% | +7,625.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling