+145.1%
MS vs GWW
+224.0%
-79.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.7% |
| 30D | -0.3% | +3.3% | -3.5% | -1.8% |
| 3M | +0.3% | +2.9% | -2.6% | -1.6% |
| 6M | +31.3% | +15.8% | +15.6% | +21.3% |
| YTD | +24.7% | +32.0% | -7.4% | +7.3% |
| 1Y | +47.9% | +29.9% | +18.0% | +28.1% |
| 3Y | +178.3% | +91.1% | +87.3% | +100.7% |
| All | +145.1% | +224.0% | -79.0% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling