+20.9%
MSFT vs GEV
+722.5%
-701.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -2.7% | +3.3% | -6.0% | -3.1% |
| 30D | +2.7% | -7.5% | +10.2% | +3.5% |
| 3M | +17.0% | -2.2% | +19.1% | +16.2% |
| 6M | +23.8% | +12.1% | +11.7% | +19.7% |
| YTD | +4.0% | +44.4% | -40.4% | -3.6% |
| 1Y | -0.8% | +57.7% | -58.5% | -10.1% |
| All | +20.9% | +722.5% | -701.7% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling