+69.6%
MS vs GLXY
+12.0%
+57.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +1.4% | +13.4% | -12.1% | -0.2% |
| 30D | -0.3% | +38.1% | -38.4% | -4.2% |
| 3M | +0.3% | -7.3% | +7.6% | -0.1% |
| 6M | +31.3% | +8.2% | +23.2% | +27.3% |
| YTD | +24.7% | +17.8% | +6.9% | +18.6% |
| 1Y | +47.9% | +14.9% | +33.0% | +41.3% |
| All | +69.6% | +12.0% | +57.6% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling