+542.0%
MS vs GWRE
+167.6%
+374.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.1% |
| 7D | +5.1% | -2.0% | +7.1% | +5.6% |
| 30D | +5.7% | -4.1% | +9.7% | +6.3% |
| 3M | -12.2% | -13.4% | +1.2% | -10.7% |
| 6M | -0.5% | +26.0% | -26.5% | -10.9% |
| YTD | +9.8% | -21.3% | +31.1% | +11.5% |
| 1Y | +17.7% | -27.5% | +45.2% | +22.5% |
| 3Y | +176.8% | +72.7% | +104.2% | +102.8% |
| 5Y | +123.7% | +26.4% | +97.3% | +78.9% |
| All | +542.0% | +167.6% | +374.4% | +250.9% |
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