+781.0%
MS vs GWRE
+131.0%
+650.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.5% | -13.2% | +11.7% | +1.9% |
| 30D | -1.5% | -18.6% | +17.1% | +2.5% |
| 3M | +1.4% | +18.9% | -17.5% | -6.3% |
| 6M | +34.7% | -11.0% | +45.7% | +33.0% |
| YTD | +22.7% | -29.9% | +52.6% | +29.4% |
| 1Y | +40.1% | -44.3% | +84.4% | +58.6% |
| 3Y | +181.4% | +51.7% | +129.7% | +115.5% |
| 5Y | +142.6% | +15.4% | +127.2% | +99.3% |
| All | +781.0% | +131.0% | +650.0% | +437.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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