+52.3%
MSFT vs GS
+183.4%
-131.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +1.7% | -3.2% | +4.9% | +2.6% |
| 30D | +0.2% | -2.4% | +2.6% | +0.9% |
| 3M | +6.4% | -15.7% | +22.1% | +11.1% |
| 6M | +28.7% | -6.8% | +35.5% | +29.7% |
| YTD | +10.4% | -0.1% | +10.5% | +8.3% |
| 1Y | +7.6% | +12.1% | -4.5% | +1.6% |
| 3Y | +52.3% | +185.8% | -133.5% | +20.7% |
| All | +52.3% | +183.4% | -131.1% | +20.7% |
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