+48.6%
MS vs GM
+48.9%
-0.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.1% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | 0.0% | -1.8% | +1.8% | +0.3% |
| 3M | +2.4% | +2.6% | -0.2% | +1.4% |
| 6M | +36.4% | +14.6% | +21.8% | +30.7% |
| YTD | +23.8% | +6.2% | +17.6% | +20.2% |
| 1Y | +48.6% | +48.7% | -0.1% | +44.1% |
| All | +48.6% | +48.9% | -0.2% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling