+774.2%
GS vs MA
+18,386.4%
-17,612.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.9% | -0.4% | +1.3% |
| 7D | +0.3% | +10.2% | -9.9% | -5.2% |
| 30D | +3.9% | +19.3% | -15.5% | -6.3% |
| 3M | -11.4% | +18.0% | -29.4% | -19.7% |
| 6M | +3.7% | +33.7% | -30.0% | -13.2% |
| YTD | +7.1% | +18.6% | -11.5% | -4.6% |
| 1Y | +19.7% | +22.5% | -2.8% | +4.5% |
| 3Y | +202.8% | +77.4% | +125.4% | +113.3% |
| 5Y | +156.7% | +106.6% | +50.1% | +62.1% |
| 10Y | +548.7% | +592.2% | -43.5% | +97.3% |
| All | +774.2% | +18,386.4% | -17,612.2% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling