+145.1%
MS vs GM
+88.8%
+56.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +1.4% | +1.9% | -0.6% | +0.6% |
| 30D | -0.3% | -1.4% | +1.1% | +0.2% |
| 3M | +0.3% | +5.9% | -5.6% | -2.4% |
| 6M | +31.3% | +12.4% | +18.9% | +24.2% |
| YTD | +24.7% | +8.6% | +16.0% | +19.1% |
| 1Y | +47.9% | +52.6% | -4.7% | +21.7% |
| 3Y | +178.3% | +169.7% | +8.7% | +71.6% |
| All | +145.1% | +88.8% | +56.2% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling