+13,444.1%
GOOG vs MS
+744.6%
+12,699.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -6.8% | -0.3% | -6.6% | -6.8% |
| 3M | -9.1% | +0.3% | -9.4% | -9.3% |
| 6M | +10.7% | +31.3% | -20.6% | +2.5% |
| YTD | +7.1% | +24.7% | -17.6% | +0.2% |
| 1Y | +44.6% | +47.9% | -3.3% | +29.1% |
| 3Y | +147.4% | +178.3% | -30.9% | +83.4% |
| 5Y | +133.8% | +144.9% | -11.1% | +78.5% |
| 10Y | +777.5% | +804.5% | -27.0% | +366.5% |
| All | +13,444.1% | +744.6% | +12,699.6% | +5,571.6% |
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