+17.1%
MS vs GLXY
-48.5%
+65.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.2% | -11.6% | -0.1% |
| 7D | -1.7% | +14.3% | -16.0% | -3.5% |
| 30D | +0.9% | -19.6% | +20.5% | +2.8% |
| 3M | -10.8% | -20.7% | +9.8% | -9.7% |
| 6M | +0.9% | -49.6% | +50.5% | +7.8% |
| YTD | +9.8% | -28.6% | +38.4% | +7.0% |
| 1Y | +17.1% | -48.0% | +65.1% | +20.4% |
| All | +17.1% | -48.5% | +65.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 1y: compounded portfolio wealth divided by compounded GLXY 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…
1y analysis · Full analysis span regression · 6 months rolling