+917.3%
MSFT vs GS
+464.6%
+452.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | +2.3% | +1.6% | +0.8% | +1.7% |
| 30D | -0.4% | +1.7% | -2.0% | -1.1% |
| 3M | +5.6% | -11.6% | +17.1% | +10.7% |
| 6M | +29.0% | -1.9% | +30.9% | +28.2% |
| YTD | +10.9% | +5.1% | +5.9% | +6.1% |
| 1Y | +6.2% | +16.4% | -10.2% | -3.1% |
| 3Y | +47.6% | +199.0% | -151.3% | -14.5% |
| 5Y | +67.9% | +157.4% | -89.5% | +2.3% |
| All | +917.3% | +464.6% | +452.7% | +343.6% |
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