+11.7%
GS vs MP
-38.7%
+50.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.0% | -0.3% | -5.2% |
| 7D | -6.3% | -19.0% | +12.6% | -2.6% |
| 30D | -3.1% | -30.5% | +27.3% | +3.5% |
| 3M | -17.7% | -29.6% | +11.9% | -12.5% |
| 6M | -4.6% | -50.4% | +45.9% | +6.2% |
| YTD | +0.3% | -33.2% | +33.5% | +4.5% |
| 1Y | +11.7% | -38.6% | +50.3% | +17.1% |
| All | +11.7% | -38.7% | +50.5% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling