+125.9%
MS vs GAP
+5.8%
+120.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.0% |
| 7D | -1.7% | -9.3% | +7.6% | +0.2% |
| 30D | +0.9% | -5.5% | +6.4% | +2.0% |
| 3M | -10.8% | +3.5% | -14.3% | -11.8% |
| 6M | +0.9% | +0.7% | +0.2% | -0.4% |
| YTD | +9.8% | -13.4% | +23.2% | +11.1% |
| 1Y | +17.1% | -7.7% | +24.7% | +16.8% |
| 3Y | +175.7% | +74.4% | +101.3% | +126.3% |
| 5Y | +125.9% | +5.3% | +120.5% | +86.0% |
| All | +125.9% | +5.8% | +120.0% | +86.0% |
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 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