+53.8%
MSFT vs GS
+184.4%
-130.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.8% | -1.8% |
| 7D | +1.1% | -6.3% | +7.4% | +2.9% |
| 30D | +1.3% | -3.1% | +4.4% | +2.2% |
| 3M | +10.2% | -17.7% | +27.8% | +15.7% |
| 6M | +30.8% | -4.6% | +35.4% | +31.0% |
| YTD | +11.5% | +0.3% | +11.2% | +9.3% |
| 1Y | +6.5% | +11.7% | -5.2% | +0.7% |
| All | +53.8% | +184.4% | -130.6% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling