+6,288.2%
MS vs GAP
+820.5%
+5,467.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.4% | -4.5% | +5.8% | +3.0% |
| 30D | -0.3% | +9.0% | -9.3% | -3.9% |
| 3M | +0.3% | +5.0% | -4.7% | -2.5% |
| 6M | +31.3% | -17.8% | +49.1% | +37.0% |
| YTD | +24.7% | -10.4% | +35.1% | +25.7% |
| 1Y | +47.9% | -3.4% | +51.3% | +43.8% |
| 3Y | +178.3% | +111.5% | +66.9% | +77.7% |
| 5Y | +144.9% | +8.8% | +136.1% | +81.3% |
| 10Y | +804.5% | +32.9% | +771.6% | +384.3% |
| All | +6,288.2% | +820.5% | +5,467.7% | +1,637.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling