+133.7%
GOOG vs MSCI
-10.9%
+144.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.5% |
| 7D | +1.1% | -2.1% | +3.2% | +1.9% |
| 30D | -5.1% | -1.7% | -3.3% | -4.5% |
| 3M | -7.1% | -8.2% | +1.1% | -4.4% |
| 6M | +12.7% | -2.4% | +15.1% | +12.5% |
| YTD | +7.1% | -2.8% | +9.9% | +6.6% |
| 1Y | +43.6% | -2.7% | +46.3% | +41.7% |
| 3Y | +146.8% | +7.3% | +139.5% | +123.6% |
| 5Y | +133.7% | -11.4% | +145.1% | +117.4% |
| All | +133.7% | -10.9% | +144.5% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling