+11,368.7%
GOOG vs MS
+608.1%
+10,760.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +2.1% | -1.6% | +3.6% | +2.5% |
| 30D | -18.3% | -3.8% | -14.5% | -17.5% |
| 3M | -20.3% | -14.6% | -5.7% | -17.0% |
| 6M | -28.1% | -5.1% | -23.0% | -27.3% |
| YTD | -9.3% | +4.5% | -13.9% | -11.1% |
| 1Y | -0.2% | +13.5% | -13.8% | -4.4% |
| 3Y | +118.0% | +160.4% | -42.4% | +64.7% |
| 5Y | +92.1% | +112.9% | -20.8% | +52.3% |
| 10Y | +652.3% | +633.4% | +18.8% | +322.6% |
| All | +11,368.7% | +608.1% | +10,760.6% | +4,933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling