+627.7%
GEV vs MSI
+34.4%
+593.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +3.2% | -4.0% | +7.1% | +4.9% |
| 30D | -4.0% | -0.5% | -3.6% | -4.1% |
| 3M | +3.4% | +11.4% | -8.0% | -2.7% |
| 6M | +14.7% | +1.0% | +13.7% | +13.4% |
| YTD | +45.8% | +20.7% | +25.1% | +27.2% |
| 1Y | +57.4% | -2.7% | +60.1% | +62.5% |
| All | +627.7% | +34.4% | +593.3% | +452.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling