+122.9%
MS vs GFS
-25.2%
+148.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.4% |
| 7D | +5.1% | +7.4% | -2.3% | +3.3% |
| 30D | +5.7% | -15.3% | +20.9% | +9.4% |
| 3M | -12.2% | -21.1% | +8.9% | -7.9% |
| 6M | -0.5% | -44.5% | +44.0% | +11.4% |
| YTD | +9.8% | +19.2% | -9.4% | -0.9% |
| 1Y | +17.7% | +27.2% | -9.5% | +4.2% |
| 3Y | +176.8% | -20.1% | +197.0% | +165.6% |
| All | +122.9% | -25.2% | +148.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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