+537.0%
MS vs GEN
+147.0%
+390.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | 0.0% |
| 7D | +3.7% | -3.0% | +6.7% | +4.4% |
| 30D | +2.0% | +24.7% | -22.7% | -3.8% |
| 3M | -12.6% | +4.1% | -16.7% | -14.2% |
| 6M | -0.3% | +36.0% | -36.3% | -9.3% |
| YTD | +9.0% | +10.9% | -1.9% | +4.0% |
| 1Y | +13.9% | +12.2% | +1.7% | +8.3% |
| 3Y | +173.6% | +63.3% | +110.3% | +135.9% |
| 5Y | +122.0% | +29.0% | +92.9% | +97.7% |
| All | +537.0% | +147.0% | +390.0% | +368.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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