+654.3%
GS vs MA
+528.1%
+126.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +0.9% | -2.7% | +3.6% | +2.5% |
| 30D | -1.6% | +1.5% | -3.1% | -2.6% |
| 3M | -4.5% | +20.4% | -24.9% | -15.0% |
| 6M | +20.9% | +11.1% | +9.7% | +12.1% |
| YTD | +19.9% | +2.0% | +17.9% | +16.8% |
| 1Y | +41.4% | -2.2% | +43.6% | +40.9% |
| 3Y | +239.2% | +41.9% | +197.3% | +169.7% |
| 5Y | +185.0% | +75.4% | +109.7% | +94.4% |
| All | +654.3% | +528.1% | +126.2% | +161.4% |
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