+393.7%
GS vs MP
+240.8%
+152.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.3% | -5.6% |
| 7D | -6.3% | -19.0% | +12.6% | -3.7% |
| 30D | -3.1% | -30.5% | +27.3% | +1.4% |
| 3M | -17.7% | -29.6% | +11.9% | -14.1% |
| 6M | -4.6% | -50.4% | +45.9% | +3.5% |
| YTD | +0.3% | -33.2% | +33.5% | +3.8% |
| 1Y | +11.7% | -38.6% | +50.3% | +16.3% |
| 3Y | +183.6% | +105.5% | +78.1% | +133.6% |
| 5Y | +141.0% | -7.8% | +148.8% | +114.0% |
| All | +393.7% | +240.8% | +152.9% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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