+803.2%
MS vs GM
+221.2%
+582.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.7% |
| 7D | +1.7% | -1.1% | +2.8% | +2.2% |
| 30D | 0.0% | -4.6% | +4.6% | +2.1% |
| 3M | +3.0% | +0.2% | +2.8% | +2.3% |
| 6M | +35.7% | +12.6% | +23.1% | +26.8% |
| YTD | +23.3% | +3.7% | +19.6% | +19.4% |
| 1Y | +44.7% | +45.6% | -1.0% | +17.4% |
| 3Y | +178.0% | +162.0% | +16.0% | +60.8% |
| 5Y | +143.2% | +80.5% | +62.7% | +61.4% |
| 10Y | +803.2% | +231.3% | +571.9% | +278.9% |
| All | +803.2% | +221.2% | +582.0% | +278.9% |
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