+437.1%
GS vs MA
+558.8%
-121.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +5.1% | -0.5% | +5.6% | +5.5% |
| 30D | +2.4% | +7.9% | -5.5% | -2.1% |
| 3M | -11.5% | +16.8% | -28.3% | -19.3% |
| 6M | -2.5% | +31.0% | -33.5% | -17.7% |
| YTD | +5.5% | +15.0% | -9.6% | -4.4% |
| 1Y | +11.0% | +17.0% | -6.0% | -0.5% |
| 3Y | +200.1% | +68.5% | +131.6% | +115.3% |
| 5Y | +154.7% | +85.0% | +69.7% | +69.2% |
| All | +437.1% | +558.8% | -121.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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