+1,051.6%
MS vs GNRC
+2,087.1%
-1,035.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.4% |
| 7D | +1.4% | +1.9% | -0.6% | +0.8% |
| 30D | -0.3% | -13.8% | +13.6% | +4.0% |
| 3M | +0.3% | -32.6% | +32.9% | +11.5% |
| 6M | +31.3% | -15.2% | +46.5% | +34.4% |
| YTD | +24.7% | +37.4% | -12.7% | +8.8% |
| 1Y | +47.9% | +5.1% | +42.8% | +38.8% |
| 3Y | +178.3% | +57.5% | +120.8% | +122.4% |
| 5Y | +144.9% | -58.7% | +203.6% | +174.0% |
| 10Y | +804.5% | +395.5% | +409.0% | +291.3% |
| All | +1,051.6% | +2,087.1% | -1,035.5% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling