+710.1%
GOOG vs MS
+544.7%
+165.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +4.8% | +3.7% | +1.1% | +3.2% |
| 30D | -15.5% | +2.0% | -17.5% | -16.3% |
| 3M | -13.7% | -12.6% | -1.1% | -8.9% |
| 6M | -23.0% | -0.3% | -22.7% | -23.5% |
| YTD | -5.7% | +9.0% | -14.7% | -10.5% |
| 1Y | +3.0% | +13.9% | -10.8% | -4.1% |
| 3Y | +122.4% | +173.6% | -51.2% | +37.0% |
| 5Y | +99.2% | +122.0% | -22.7% | +32.4% |
| All | +710.1% | +544.7% | +165.4% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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