+745.8%
GOOGL vs MS
+810.5%
-64.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +1.4% | -3.7% | -2.8% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | -8.9% | +0.3% | -9.2% | -9.4% |
| 6M | +11.9% | +31.3% | -19.5% | -0.8% |
| YTD | +8.3% | +24.7% | -16.3% | -2.4% |
| 1Y | +46.2% | +47.9% | -1.7% | +22.3% |
| 3Y | +151.9% | +178.3% | -26.5% | +56.0% |
| 5Y | +137.7% | +144.9% | -7.2% | +53.0% |
| All | +745.8% | +810.5% | -64.8% | +223.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling