+43.9%
GEV vs MSI
-1.8%
+45.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -2.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.9% |
| 30D | -8.7% | -0.6% | -8.1% | -8.7% |
| 3M | +6.6% | +13.0% | -6.4% | +5.8% |
| 6M | +10.2% | +0.5% | +9.7% | +10.3% |
| YTD | +41.6% | +21.7% | +19.9% | +41.3% |
| 1Y | +43.9% | -2.6% | +46.5% | +53.0% |
| All | +43.9% | -1.8% | +45.7% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling