+185.7%
GS vs MS
+145.3%
+40.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 6M | +20.9% | +31.3% | -10.5% | -2.9% |
| YTD | +19.9% | +24.7% | -4.8% | +0.5% |
| 1Y | +41.4% | +47.9% | -6.5% | +3.2% |
| 3Y | +239.2% | +178.3% | +60.8% | +51.4% |
| All | +185.7% | +145.3% | +40.4% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling