+4.4%
GOOGL vs MS
+22.2%
-17.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.1% | +1.8% |
| 7D | -11.1% | +2.6% | -13.7% | -11.9% |
| 30D | -16.6% | +2.6% | -19.2% | -17.3% |
| 3M | -23.4% | -10.1% | -13.4% | -20.8% |
| 6M | -24.5% | +4.4% | -28.9% | -26.3% |
| YTD | -7.5% | +11.7% | -19.2% | -13.0% |
| 1Y | +4.4% | +20.9% | -16.6% | -6.4% |
| All | +4.4% | +22.2% | -17.8% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling