+11,452.8%
GOOG vs MS
+630.2%
+10,822.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | +2.9% | +0.7% | +2.1% | +2.6% |
| 30D | -17.8% | -0.9% | -16.8% | -17.6% |
| 3M | -19.0% | -13.0% | -6.0% | -16.0% |
| 6M | -27.9% | -2.0% | -25.9% | -27.8% |
| YTD | -8.7% | +7.8% | -16.5% | -11.2% |
| 1Y | +2.5% | +17.9% | -15.3% | -2.7% |
| 3Y | +119.2% | +174.8% | -55.5% | +63.2% |
| 5Y | +93.4% | +119.9% | -26.4% | +52.1% |
| 10Y | +635.3% | +578.8% | +56.5% | +320.4% |
| All | +11,452.8% | +630.2% | +10,822.5% | +4,926.6% |
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