+556.2%
MS vs GM
+229.9%
+326.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.7% | -3.8% | +2.1% | +0.1% |
| 30D | +0.9% | +7.9% | -7.0% | -3.0% |
| 3M | -10.8% | -0.3% | -10.5% | -11.5% |
| 6M | +0.9% | +18.6% | -17.7% | -8.4% |
| YTD | +9.8% | +10.0% | -0.2% | +2.6% |
| 1Y | +17.1% | +25.9% | -8.8% | +2.4% |
| 3Y | +175.7% | +241.2% | -65.5% | +38.6% |
| 5Y | +125.9% | +50.0% | +75.8% | +66.0% |
| 10Y | +556.2% | +215.1% | +341.1% | +189.3% |
| All | +556.2% | +229.9% | +326.3% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling