+124.3%
GOOGL vs MS
+177.8%
-53.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.6% |
| 7D | +1.6% | -1.7% | +3.3% | +2.1% |
| 30D | -16.8% | +0.9% | -17.7% | -17.1% |
| 3M | -14.6% | -10.8% | -3.8% | -11.4% |
| 6M | -24.4% | +0.9% | -25.3% | -25.1% |
| YTD | -6.1% | +9.8% | -15.9% | -10.1% |
| 1Y | +1.0% | +17.1% | -16.1% | -5.6% |
| All | +124.3% | +177.8% | -53.6% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling