+102.8%
GOOGL vs MS
+123.4%
-20.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.1% |
| 7D | +5.7% | +3.7% | +2.0% | +4.1% |
| 30D | -15.6% | +2.0% | -17.5% | -16.4% |
| 3M | -13.0% | -12.6% | -0.4% | -8.2% |
| 6M | -22.8% | -0.3% | -22.5% | -23.4% |
| YTD | -4.4% | +9.0% | -13.4% | -9.3% |
| 1Y | +4.5% | +13.9% | -9.4% | -3.0% |
| 3Y | +127.4% | +173.6% | -46.2% | +35.8% |
| 5Y | +102.8% | +122.0% | -19.2% | +28.0% |
| All | +102.8% | +123.4% | -20.6% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling