+174.7%
MS vs GWRE
+76.3%
+98.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -0.9% |
| 7D | +3.7% | -4.4% | +8.1% | +4.1% |
| 30D | +2.0% | -3.5% | +5.5% | +2.1% |
| 3M | -12.6% | -7.6% | -5.0% | -12.5% |
| 6M | -0.3% | +21.8% | -22.1% | -4.3% |
| YTD | +9.0% | -20.4% | +29.4% | +11.7% |
| 1Y | +13.9% | -27.6% | +41.4% | +18.9% |
| All | +174.7% | +76.3% | +98.4% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling