+553.7%
MS vs GWW
+663.6%
-109.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.7% |
| 7D | +0.8% | +5.5% | -4.8% | -1.9% |
| 30D | -0.7% | +14.4% | -15.1% | -7.3% |
| 3M | -12.4% | +13.7% | -26.1% | -18.1% |
| 6M | -1.7% | +20.1% | -21.8% | -11.3% |
| YTD | +8.0% | +47.1% | -39.0% | -12.9% |
| 1Y | +16.2% | +56.2% | -40.0% | -9.5% |
| 3Y | +171.3% | +90.5% | +80.8% | +88.9% |
| 5Y | +124.8% | +221.2% | -96.5% | +15.8% |
| 10Y | +553.7% | +648.4% | -94.7% | +135.8% |
| All | +553.7% | +663.6% | -109.9% | +135.8% |
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