+553.7%
MS vs GAP
+12.0%
+541.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -0.7% | -5.4% | +4.7% | +0.6% |
| 3M | -12.4% | +2.9% | -15.3% | -13.6% |
| 6M | -1.7% | -4.4% | +2.7% | -2.2% |
| YTD | +8.0% | -11.6% | +19.6% | +9.0% |
| 1Y | +16.2% | -6.0% | +22.3% | +15.1% |
| 3Y | +171.3% | +78.0% | +93.3% | +105.9% |
| 5Y | +124.8% | +8.5% | +116.3% | +83.9% |
| 10Y | +553.7% | +8.6% | +545.0% | +307.2% |
| All | +553.7% | +12.0% | +541.7% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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