+143.2%
MS vs GWRE
+15.9%
+127.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.0% | +4.6% | +0.5% |
| 7D | +1.7% | -26.2% | +27.9% | +6.6% |
| 30D | 0.0% | -17.8% | +17.8% | +2.6% |
| 3M | +3.0% | +14.2% | -11.3% | -1.9% |
| 6M | +35.7% | -12.9% | +48.6% | +35.7% |
| YTD | +23.3% | -29.2% | +52.5% | +29.0% |
| 1Y | +44.7% | -44.4% | +89.1% | +61.1% |
| 3Y | +178.0% | +51.1% | +126.9% | +123.3% |
| 5Y | +143.2% | +16.5% | +126.7% | +106.7% |
| All | +143.2% | +15.9% | +127.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling