+458.9%
GS vs MSI
+683.5%
-224.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -0.1% | +7.7% | -7.8% | -3.6% |
| 30D | +3.7% | +19.9% | -16.2% | -4.8% |
| 3M | -10.0% | +14.9% | -24.9% | -15.8% |
| 6M | -1.0% | +37.2% | -38.2% | -15.6% |
| YTD | +7.0% | +40.8% | -33.8% | -11.5% |
| 1Y | +16.6% | +38.1% | -21.5% | -2.6% |
| 3Y | +204.4% | +77.7% | +126.7% | +117.9% |
| 5Y | +160.0% | +129.0% | +31.0% | +58.9% |
| 10Y | +458.9% | +671.3% | -212.4% | +106.0% |
| All | +458.9% | +683.5% | -224.6% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling