+486.7%
GS vs MSI
+676.2%
-189.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -3.2% | +4.7% | -7.9% | -5.4% |
| 30D | -2.4% | +14.8% | -17.2% | -8.6% |
| 3M | -15.7% | +8.8% | -24.6% | -19.3% |
| 6M | -6.8% | +19.3% | -26.1% | -15.6% |
| YTD | -0.1% | +35.3% | -35.4% | -15.9% |
| 1Y | +12.1% | +33.8% | -21.7% | -5.1% |
| 3Y | +185.8% | +74.4% | +111.3% | +105.7% |
| 5Y | +140.1% | +120.5% | +19.6% | +49.1% |
| All | +486.7% | +676.2% | -189.5% | +117.9% |
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