+11.7%
GS vs MA
+19.4%
-7.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -5.9% |
| 7D | -6.3% | +3.2% | -9.5% | -6.6% |
| 30D | -3.1% | +15.9% | -19.1% | -4.9% |
| 3M | -17.7% | +15.2% | -32.8% | -19.1% |
| 6M | -4.6% | +32.4% | -36.9% | -8.5% |
| YTD | +0.3% | +15.6% | -15.3% | +1.1% |
| 1Y | +11.7% | +19.3% | -7.6% | +10.9% |
| All | +11.7% | +19.4% | -7.7% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling