+112.4%
MS vs GEN
+32.5%
+80.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.2% |
| 7D | -1.6% | +2.3% | -3.8% | -2.1% |
| 30D | -3.8% | +33.1% | -36.8% | -11.5% |
| 3M | -14.6% | +6.5% | -21.1% | -16.8% |
| 6M | -5.1% | +53.8% | -58.9% | -18.7% |
| YTD | +4.5% | +11.2% | -6.7% | -0.6% |
| 1Y | +13.5% | +19.4% | -5.8% | +5.3% |
| 3Y | +160.4% | +81.0% | +79.4% | +112.4% |
| All | +112.4% | +32.5% | +80.0% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling