+9.0%
MSFT vs GEV
+46.2%
-37.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.3% | +16.0% | +6.7% |
| 7D | +4.7% | -5.1% | +9.8% | +4.6% |
| 30D | +5.8% | -15.8% | +21.7% | +5.8% |
| 3M | +13.0% | -18.2% | +31.2% | +13.0% |
| 6M | +34.9% | -22.4% | +57.3% | +33.8% |
| YTD | +15.7% | +27.7% | -12.1% | +12.5% |
| 1Y | +9.0% | +52.4% | -43.4% | +3.0% |
| All | +9.0% | +46.2% | -37.3% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 1y: compounded portfolio wealth divided by compounded GEV 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…
1y analysis · Full analysis span regression · 6 months rolling