+13,507.3%
GOOGL vs MS
+744.6%
+12,762.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.3% | +1.4% | -3.7% | -2.6% |
| 30D | -6.6% | -0.3% | -6.3% | -6.5% |
| 3M | -8.9% | +0.3% | -9.2% | -9.2% |
| 6M | +11.9% | +31.3% | -19.5% | +3.6% |
| YTD | +8.3% | +24.7% | -16.3% | +1.4% |
| 1Y | +46.2% | +47.9% | -1.7% | +30.6% |
| 3Y | +151.9% | +178.3% | -26.5% | +86.8% |
| 5Y | +137.7% | +144.9% | -7.2% | +81.5% |
| 10Y | +757.6% | +804.5% | -47.0% | +356.1% |
| All | +13,507.3% | +744.6% | +12,762.7% | +5,600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling