+47.9%
MS vs GD
+13.1%
+34.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +0.7% |
| 7D | +1.4% | -5.3% | +6.6% | +2.7% |
| 30D | -0.3% | -6.4% | +6.2% | +1.3% |
| 3M | +0.3% | +5.7% | -5.4% | -1.1% |
| 6M | +31.3% | -0.9% | +32.3% | +34.0% |
| YTD | +24.7% | +8.2% | +16.5% | +22.1% |
| 1Y | +47.9% | +13.4% | +34.5% | +46.7% |
| All | +47.9% | +13.1% | +34.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling