-7.3%
GFS vs MSI
+130.2%
-137.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +4.7% |
| 7D | +6.2% | +7.7% | -1.5% | +2.0% |
| 30D | -11.4% | +19.9% | -31.3% | -19.7% |
| 3M | -15.5% | +14.9% | -30.4% | -22.0% |
| 6M | -42.6% | +37.2% | -79.9% | -52.7% |
| YTD | +23.2% | +40.8% | -17.6% | -2.2% |
| 1Y | +23.6% | +38.1% | -14.6% | -0.7% |
| 3Y | -17.2% | +77.7% | -94.9% | -48.8% |
| 5Y | -23.4% | +129.0% | -152.5% | -63.7% |
| All | -7.3% | +130.2% | -137.5% | -56.1% |
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