+243.0%
GS vs MS
+178.0%
+64.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +0.9% | +1.4% | -0.4% | -0.2% |
| 30D | -1.6% | -0.3% | -1.3% | -1.3% |
| 3M | -4.5% | +0.3% | -4.8% | -4.4% |
| 6M | +20.9% | +31.3% | -10.5% | -3.9% |
| YTD | +19.9% | +24.7% | -4.8% | -0.4% |
| 1Y | +41.4% | +47.9% | -6.5% | +1.6% |
| All | +243.0% | +178.0% | +64.9% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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