+206.3%
GS vs MP
+117.4%
+88.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.6% | +4.2% |
| 7D | +0.3% | -12.5% | +12.8% | +2.0% |
| 30D | +3.9% | -23.3% | +27.2% | +7.2% |
| 3M | -11.4% | -24.4% | +12.9% | -8.6% |
| 6M | +3.7% | -45.8% | +49.5% | +10.6% |
| YTD | +7.1% | -28.9% | +36.0% | +10.0% |
| 1Y | +19.7% | -34.6% | +54.2% | +23.5% |
| All | +206.3% | +117.4% | +88.9% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling