+5,626.0%
MS vs GD
+7,636.8%
-2,010.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.6% | +6.8% | +6.0% |
| 7D | +2.6% | +3.0% | -0.3% | +0.4% |
| 30D | +2.6% | +10.5% | -7.9% | -4.4% |
| 3M | -10.1% | -5.0% | -5.1% | -7.4% |
| 6M | +4.4% | +5.5% | -1.1% | -0.5% |
| YTD | +11.7% | +10.3% | +1.4% | +2.3% |
| 1Y | +20.9% | +8.2% | +12.8% | +12.1% |
| 3Y | +177.1% | +59.0% | +118.1% | +94.1% |
| 5Y | +127.7% | +104.3% | +23.5% | +31.2% |
| 10Y | +684.1% | +202.4% | +481.6% | +244.4% |
| All | +5,626.0% | +7,636.8% | -2,010.7% | +594.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling