+122.9%
MS vs GAP
+2.1%
+120.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +5.1% | -1.9% | +7.0% | +5.5% |
| 30D | +5.7% | -7.1% | +12.7% | +7.1% |
| 3M | -12.2% | +4.1% | -16.3% | -13.3% |
| 6M | -0.5% | +1.9% | -2.4% | -2.1% |
| YTD | +9.8% | -15.2% | +25.0% | +11.6% |
| 1Y | +17.7% | -10.6% | +28.4% | +18.2% |
| 3Y | +176.8% | +74.6% | +102.2% | +127.0% |
| All | +122.9% | +2.1% | +120.8% | +84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling