-19.4%
GFS vs MSI
+70.8%
-90.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | -3.7% | +4.7% | +2.0% |
| 30D | -8.6% | +6.8% | -15.4% | -10.5% |
| 3M | -46.5% | +14.3% | -60.8% | -48.9% |
| 6M | -4.8% | -1.3% | -3.5% | -4.0% |
| YTD | +29.7% | +23.1% | +6.5% | +19.0% |
| 1Y | +35.8% | -0.8% | +36.7% | +37.5% |
| All | -19.4% | +70.8% | -90.1% | -41.6% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling