+620.7%
GEV vs MSI
+36.7%
+584.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +3.3% | -3.7% | +7.0% | +4.8% |
| 30D | -7.5% | +6.8% | -14.3% | -10.6% |
| 3M | -2.2% | +14.3% | -16.5% | -9.0% |
| 6M | +12.1% | -1.6% | +13.7% | +13.2% |
| YTD | +44.4% | +22.8% | +21.6% | +25.1% |
| 1Y | +57.7% | -1.1% | +58.8% | +61.8% |
| All | +620.7% | +36.7% | +584.0% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling