+2,064.0%
GS vs MSI
+596.3%
+1,467.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +0.9% | -3.7% | +4.6% | +2.4% |
| 30D | -1.6% | +6.8% | -8.4% | -4.5% |
| 3M | -4.5% | +14.3% | -18.8% | -10.1% |
| 6M | +20.9% | -1.6% | +22.4% | +20.1% |
| YTD | +19.9% | +22.8% | -2.9% | +8.4% |
| 1Y | +41.4% | -1.1% | +42.5% | +39.1% |
| 3Y | +239.2% | +70.5% | +168.7% | +165.2% |
| 5Y | +185.0% | +102.8% | +82.2% | +105.6% |
| 10Y | +655.0% | +597.4% | +57.5% | +229.0% |
| All | +2,064.0% | +596.3% | +1,467.8% | +523.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling