+490.1%
GS vs MP
+450.8%
+39.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.3% |
| 30D | -1.6% | +13.8% | -15.4% | -3.4% |
| 3M | -4.5% | -16.7% | +12.2% | -2.7% |
| 6M | +20.9% | -11.5% | +32.4% | +21.3% |
| YTD | +19.9% | +7.9% | +12.0% | +16.8% |
| 1Y | +41.4% | -15.0% | +56.4% | +40.1% |
| 3Y | +239.2% | +153.5% | +85.7% | +172.2% |
| 5Y | +185.0% | +58.7% | +126.4% | +136.6% |
| All | +490.1% | +450.8% | +39.3% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling