+514.9%
GEV vs MSI
+55.6%
+459.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.0% | -1.9% |
| 7D | +3.7% | +3.2% | +0.5% | +2.6% |
| 30D | -14.7% | +17.6% | -32.3% | -19.8% |
| 3M | -23.4% | +14.5% | -37.9% | -27.5% |
| 6M | -24.3% | +34.3% | -58.6% | -34.3% |
| YTD | +23.2% | +39.7% | -16.5% | +1.5% |
| 1Y | +44.2% | +40.2% | +4.1% | +18.4% |
| All | +514.9% | +55.6% | +459.3% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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