+127.7%
MS vs GD
+101.6%
+26.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +5.4% |
| 7D | +2.6% | +3.0% | -0.3% | +1.1% |
| 30D | +2.6% | +10.5% | -7.9% | -2.3% |
| 3M | -10.1% | -5.0% | -5.1% | -8.2% |
| 6M | +4.4% | +5.5% | -1.1% | +1.1% |
| YTD | +11.7% | +10.3% | +1.4% | +5.1% |
| 1Y | +20.9% | +8.2% | +12.8% | +15.0% |
| 3Y | +177.1% | +59.0% | +118.1% | +112.8% |
| 5Y | +127.7% | +104.3% | +23.5% | +44.5% |
| All | +127.7% | +101.6% | +26.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling