+794.2%
MS vs GWW
+557.3%
+236.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.7% |
| 7D | +2.5% | -1.5% | +4.0% | +3.2% |
| 30D | 0.0% | +1.1% | -1.1% | -0.7% |
| 3M | +2.4% | -1.0% | +3.4% | +2.3% |
| 6M | +36.4% | +16.3% | +20.1% | +24.8% |
| YTD | +23.8% | +28.5% | -4.7% | +7.0% |
| 1Y | +48.6% | +30.3% | +18.4% | +27.1% |
| 3Y | +179.1% | +91.6% | +87.5% | +93.4% |
| 5Y | +144.8% | +224.0% | -79.1% | +24.7% |
| 10Y | +794.2% | +551.3% | +242.9% | +237.8% |
| All | +794.2% | +557.3% | +236.9% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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