+179.1%
MS vs GFI
+317.3%
-138.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | +2.5% | +5.7% | -3.2% | +2.0% |
| 30D | 0.0% | +15.6% | -15.6% | -1.2% |
| 3M | +2.4% | +31.5% | -29.1% | 0.0% |
| 6M | +36.4% | -3.7% | +40.1% | +35.4% |
| YTD | +23.8% | +11.2% | +12.6% | +21.5% |
| 1Y | +48.6% | +36.4% | +12.2% | +44.1% |
| 3Y | +179.1% | +313.5% | -134.4% | +143.9% |
| All | +179.1% | +317.3% | -138.1% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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