+952.7%
MS vs GM
+242.1%
+710.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -0.7% | +7.2% | -7.9% | -4.7% |
| 3M | -12.4% | +1.0% | -13.4% | -13.8% |
| 6M | -1.7% | +13.0% | -14.8% | -9.7% |
| YTD | +8.0% | +9.8% | -1.7% | 0.0% |
| 1Y | +16.2% | +25.9% | -9.7% | -0.3% |
| 3Y | +171.3% | +240.4% | -69.1% | +24.9% |
| 5Y | +124.8% | +56.1% | +68.6% | +53.9% |
| 10Y | +553.7% | +226.7% | +326.9% | +141.5% |
| All | +952.7% | +242.1% | +710.7% | +206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling