+5.1%
GOOG vs MS
+15.2%
-10.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.2% |
| 7D | +3.0% | +5.1% | -2.1% | +1.4% |
| 30D | -14.9% | +5.7% | -20.6% | -16.4% |
| 3M | -14.9% | -12.2% | -2.7% | -11.4% |
| 6M | -26.6% | -0.5% | -26.1% | -27.0% |
| YTD | -6.6% | +9.8% | -16.4% | -11.1% |
| 1Y | +5.1% | +17.7% | -12.7% | -3.5% |
| All | +5.1% | +15.2% | -10.1% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling