+144.8%
MS vs GNRC
-57.1%
+201.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +2.5% | +4.8% | -2.4% | +1.4% |
| 30D | 0.0% | -10.4% | +10.3% | +2.2% |
| 3M | +2.4% | -28.5% | +30.9% | +9.3% |
| 6M | +36.4% | -6.8% | +43.2% | +35.9% |
| YTD | +23.8% | +39.5% | -15.7% | +11.5% |
| 1Y | +48.6% | +3.4% | +45.2% | +42.5% |
| 3Y | +179.1% | +65.1% | +114.0% | +135.0% |
| 5Y | +144.8% | -57.1% | +201.9% | +157.2% |
| All | +144.8% | -57.1% | +201.9% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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