+772.7%
GOOG vs MS
+792.2%
-19.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.6% | +1.7% | -3.2% | -2.2% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -9.3% | +3.0% | -12.3% | -10.7% |
| 6M | +7.4% | +35.7% | -28.2% | -6.1% |
| YTD | +4.9% | +23.3% | -18.5% | -5.1% |
| 1Y | +37.2% | +44.7% | -7.5% | +15.8% |
| 3Y | +141.6% | +178.0% | -36.4% | +49.4% |
| 5Y | +128.8% | +143.2% | -14.4% | +47.3% |
| 10Y | +772.7% | +803.2% | -30.5% | +234.7% |
| All | +772.7% | +792.2% | -19.4% | +234.7% |
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