+894.4%
MSFT vs GS
+474.9%
+419.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.0% |
| 7D | -6.2% | -0.1% | -6.1% | -6.3% |
| 30D | -3.7% | +3.7% | -7.4% | -5.2% |
| 3M | +3.6% | -10.0% | +13.6% | +7.8% |
| 6M | +26.8% | -1.0% | +27.8% | +25.6% |
| YTD | +8.4% | +7.0% | +1.5% | +2.9% |
| 1Y | +3.3% | +16.6% | -13.3% | -5.8% |
| 3Y | +44.3% | +204.4% | -160.1% | -17.1% |
| 5Y | +63.3% | +160.0% | -96.7% | -0.9% |
| 10Y | +894.4% | +458.9% | +435.5% | +330.2% |
| All | +894.4% | +474.9% | +419.5% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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