+2,058.4%
GOOG vs MSCI
+2,756.4%
-698.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -6.8% | +0.6% | -7.4% | -7.1% |
| 3M | -9.1% | -7.1% | -2.0% | -7.0% |
| 6M | +10.7% | +0.8% | +9.9% | +9.4% |
| YTD | +7.1% | +1.0% | +6.1% | +5.2% |
| 1Y | +44.6% | +4.3% | +40.3% | +39.5% |
| 3Y | +147.4% | +9.9% | +137.5% | +128.2% |
| 5Y | +133.8% | -6.8% | +140.6% | +125.6% |
| 10Y | +777.5% | +614.7% | +162.9% | +304.5% |
| All | +2,058.4% | +2,756.4% | -698.0% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling