+1,833.6%
GS vs MS
+679.9%
+1,153.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.7% | +0.9% |
| 7D | +0.3% | +2.6% | -2.3% | -1.3% |
| 30D | +3.9% | +2.6% | +1.3% | +2.2% |
| 3M | -11.4% | -10.1% | -1.4% | -5.2% |
| 6M | +3.7% | +4.4% | -0.7% | +1.6% |
| YTD | +7.1% | +11.7% | -4.6% | +0.6% |
| 1Y | +19.7% | +20.9% | -1.3% | +7.1% |
| 3Y | +202.8% | +177.1% | +25.7% | +62.6% |
| 5Y | +156.7% | +127.7% | +29.0% | +54.6% |
| 10Y | +548.7% | +684.1% | -135.4% | +86.1% |
| All | +1,833.6% | +679.9% | +1,153.7% | +208.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling