+810.2%
MS vs GAP
+36.8%
+773.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.4% | -4.5% | +5.8% | +2.5% |
| 30D | -0.3% | +9.0% | -9.3% | -2.9% |
| 3M | +0.3% | +5.0% | -4.7% | -1.7% |
| 6M | +31.3% | -17.8% | +49.1% | +35.7% |
| YTD | +24.7% | -10.4% | +35.1% | +25.7% |
| 1Y | +47.9% | -3.4% | +51.3% | +45.2% |
| 3Y | +178.3% | +111.5% | +66.9% | +100.5% |
| 5Y | +144.9% | +8.8% | +136.1% | +99.9% |
| All | +810.2% | +36.8% | +773.5% | +462.0% |
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