+178.4%
MS vs GD
+59.0%
+119.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.3% |
| 7D | +2.6% | +3.0% | -0.3% | +1.2% |
| 30D | +2.6% | +10.5% | -7.9% | -1.9% |
| 3M | -10.1% | -5.0% | -5.1% | -8.3% |
| 6M | +4.4% | +5.5% | -1.1% | +1.3% |
| YTD | +11.7% | +10.3% | +1.4% | +5.6% |
| 1Y | +20.9% | +8.2% | +12.8% | +15.5% |
| All | +178.4% | +59.0% | +119.3% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling