+122.9%
MS vs GFI
+300.1%
-177.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | +5.1% | -8.7% | +13.8% | +5.7% |
| 30D | +5.7% | +0.6% | +5.1% | +5.6% |
| 3M | -12.2% | -7.5% | -4.7% | -11.8% |
| 6M | -0.5% | -18.3% | +17.8% | +0.2% |
| YTD | +9.8% | -13.8% | +23.6% | +9.8% |
| 1Y | +17.7% | -8.8% | +26.6% | +17.4% |
| 3Y | +176.8% | +215.8% | -39.0% | +155.8% |
| All | +122.9% | +300.1% | -177.2% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling