+488.8%
GS vs MA
+565.0%
-76.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -4.9% |
| 7D | -6.3% | +3.2% | -9.5% | -8.0% |
| 30D | -3.1% | +15.9% | -19.1% | -11.2% |
| 3M | -17.7% | +15.2% | -32.8% | -24.4% |
| 6M | -4.6% | +32.4% | -36.9% | -19.9% |
| YTD | +0.3% | +15.6% | -15.3% | -9.3% |
| 1Y | +11.7% | +19.3% | -7.6% | -1.0% |
| 3Y | +183.6% | +73.0% | +110.6% | +100.7% |
| 5Y | +141.0% | +93.7% | +47.2% | +55.8% |
| All | +488.8% | +565.0% | -76.1% | +118.3% |
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