+486.7%
GS vs MA
+561.7%
-75.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -3.2% | +2.3% | -5.5% | -4.4% |
| 30D | -2.4% | +14.7% | -17.1% | -9.9% |
| 3M | -15.7% | +13.5% | -29.2% | -21.9% |
| 6M | -6.8% | +33.1% | -39.9% | -22.0% |
| YTD | -0.1% | +15.1% | -15.1% | -9.4% |
| 1Y | +12.1% | +18.7% | -6.6% | -0.4% |
| 3Y | +185.8% | +72.1% | +113.7% | +102.9% |
| 5Y | +140.1% | +92.8% | +47.3% | +55.7% |
| All | +486.7% | +561.7% | -75.0% | +118.2% |
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