+808.5%
MS vs GD
+190.3%
+618.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +1.5% |
| 7D | +1.4% | -5.3% | +6.6% | +5.3% |
| 30D | -0.3% | -6.4% | +6.2% | +4.4% |
| 3M | +0.3% | +5.7% | -5.4% | -4.3% |
| 6M | +31.3% | -0.9% | +32.3% | +30.5% |
| YTD | +24.7% | +8.2% | +16.5% | +15.4% |
| 1Y | +47.9% | +13.4% | +34.5% | +31.8% |
| 3Y | +178.3% | +68.5% | +109.8% | +77.9% |
| 5Y | +144.9% | +97.2% | +47.7% | +33.4% |
| All | +808.5% | +190.3% | +618.2% | +227.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling