+1,770.8%
GOOG vs MSCI
+3,197.7%
-1,426.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.2% | -1.9% | +3.1% | +1.9% |
| 30D | -16.7% | +16.5% | -33.2% | -21.6% |
| 3M | -15.2% | +18.2% | -33.4% | -20.8% |
| 6M | -24.8% | +14.0% | -38.7% | -29.2% |
| YTD | -7.2% | +16.6% | -23.8% | -14.0% |
| 1Y | -0.1% | +14.8% | -14.9% | -7.0% |
| 3Y | +118.8% | +33.3% | +85.6% | +86.8% |
| 5Y | +99.9% | +9.1% | +90.9% | +81.4% |
| 10Y | +678.2% | +820.4% | -142.2% | +226.8% |
| All | +1,770.8% | +3,197.7% | -1,426.9% | +370.3% |
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