+118.5%
MS vs GTLB
-50.0%
+168.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.4% |
| 7D | +0.7% | -9.6% | +10.3% | +2.0% |
| 30D | -0.9% | -14.5% | +13.5% | +0.9% |
| 3M | -13.0% | +20.9% | -33.9% | -15.4% |
| 6M | -2.0% | +81.4% | -83.3% | -10.2% |
| YTD | +7.8% | +25.6% | -17.8% | +2.8% |
| 1Y | +17.9% | +3.4% | +14.4% | +15.1% |
| 3Y | +174.8% | +8.9% | +165.9% | +158.4% |
| 5Y | +119.9% | -64.0% | +183.8% | +98.2% |
| All | +118.5% | -50.0% | +168.5% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling