+139.3%
GS vs MA
+93.2%
+46.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -3.2% | +2.3% | -5.5% | -4.3% |
| 30D | -2.4% | +14.7% | -17.1% | -9.3% |
| 3M | -15.7% | +13.5% | -29.2% | -21.4% |
| 6M | -6.8% | +33.1% | -39.9% | -20.9% |
| YTD | -0.1% | +15.1% | -15.1% | -8.2% |
| 1Y | +12.1% | +18.7% | -6.6% | +0.9% |
| 3Y | +185.8% | +72.1% | +113.7% | +108.0% |
| All | +139.3% | +93.2% | +46.1% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling