+185.7%
GS vs MP
+58.1%
+127.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -1.6% | +13.8% | -15.4% | -3.6% |
| 3M | -4.5% | -16.7% | +12.2% | -2.5% |
| 6M | +20.9% | -11.5% | +32.4% | +21.3% |
| YTD | +19.9% | +7.9% | +12.0% | +16.4% |
| 1Y | +41.4% | -15.0% | +56.4% | +39.7% |
| 3Y | +239.2% | +153.5% | +85.7% | +159.9% |
| All | +185.7% | +58.1% | +127.7% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling