+906.7%
MS vs GNRC
+2,151.7%
-1,245.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +3.7% | +11.9% | -8.2% | +0.2% |
| 30D | +2.0% | -10.0% | +12.0% | +4.6% |
| 3M | -12.6% | -13.1% | +0.5% | -10.2% |
| 6M | -0.3% | -28.5% | +28.2% | +7.1% |
| YTD | +9.0% | +41.4% | -32.5% | -6.9% |
| 1Y | +13.9% | +18.8% | -4.9% | +2.3% |
| 3Y | +173.6% | +86.3% | +87.4% | +106.2% |
| 5Y | +122.0% | -56.8% | +178.8% | +142.8% |
| 10Y | +551.2% | +382.1% | +169.1% | +181.1% |
| All | +906.7% | +2,151.7% | -1,245.0% | +121.7% |
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