+1,598.0%
MS vs GWRE
+869.7%
+728.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -19.9% | +20.2% | +5.7% |
| 7D | +1.4% | -21.1% | +22.5% | +7.2% |
| 30D | -0.3% | +1.3% | -1.6% | -1.8% |
| 3M | +0.3% | +7.4% | -7.1% | -4.4% |
| 6M | +31.3% | +5.6% | +25.7% | +23.4% |
| YTD | +24.7% | -19.2% | +43.9% | +26.3% |
| 1Y | +47.9% | -25.1% | +73.1% | +51.5% |
| 3Y | +178.3% | +87.7% | +90.6% | +103.4% |
| 5Y | +144.9% | +32.0% | +112.9% | +95.4% |
| 10Y | +804.5% | +157.8% | +646.8% | +452.8% |
| All | +1,598.0% | +869.7% | +728.4% | +731.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling