+5,484.3%
MS vs GWW
+9,171.2%
-3,686.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.4% |
| 7D | +3.7% | +3.7% | 0.0% | +1.3% |
| 30D | +2.0% | +13.6% | -11.6% | -6.0% |
| 3M | -12.6% | +15.4% | -27.9% | -20.3% |
| 6M | -0.3% | +21.8% | -22.1% | -12.9% |
| YTD | +9.0% | +50.0% | -41.1% | -17.6% |
| 1Y | +13.9% | +60.2% | -46.4% | -17.6% |
| 3Y | +173.6% | +94.4% | +79.3% | +72.1% |
| 5Y | +122.0% | +221.8% | -99.8% | -2.8% |
| 10Y | +551.2% | +665.8% | -114.5% | +46.1% |
| All | +5,484.3% | +9,171.2% | -3,686.9% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling