+5,285.6%
MS vs GEN
+6,259.8%
-974.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.0% | -5.7% |
| 7D | -3.4% | +8.5% | -11.9% | -5.6% |
| 30D | -3.9% | +34.2% | -38.1% | -11.9% |
| 3M | -15.9% | +10.0% | -25.9% | -19.1% |
| 6M | -2.5% | +56.8% | -59.2% | -15.7% |
| YTD | +5.1% | +14.2% | -9.2% | -1.2% |
| 1Y | +13.0% | +20.8% | -7.8% | +4.5% |
| 3Y | +160.7% | +84.1% | +76.6% | +112.5% |
| 5Y | +114.0% | +37.1% | +77.0% | +85.4% |
| 10Y | +637.5% | +171.5% | +466.0% | +391.5% |
| All | +5,285.6% | +6,259.8% | -974.2% | +1,805.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling