+889.0%
MSFT vs GS
+494.8%
+394.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +1.7% | -3.2% | +4.9% | +3.0% |
| 30D | +0.2% | -2.4% | +2.6% | +1.1% |
| 3M | +6.4% | -15.7% | +22.1% | +13.7% |
| 6M | +28.7% | -6.8% | +35.5% | +30.6% |
| YTD | +10.4% | -0.1% | +10.5% | +7.8% |
| 1Y | +7.6% | +12.1% | -4.5% | -0.2% |
| 3Y | +52.3% | +185.8% | -133.5% | -9.6% |
| 5Y | +64.5% | +140.1% | -75.6% | +3.8% |
| All | +889.0% | +494.8% | +394.2% | +364.3% |
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