+181.3%
MS vs GEN
+58.9%
+122.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +1.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | -0.3% | +10.1% | -10.4% | -3.4% |
| 3M | +0.3% | +16.1% | -15.8% | -4.8% |
| 6M | +31.3% | +38.9% | -7.5% | +15.9% |
| YTD | +24.7% | +14.4% | +10.2% | +18.5% |
| 1Y | +47.9% | +5.9% | +42.1% | +44.9% |
| All | +181.3% | +58.9% | +122.4% | +138.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling