-30.1%
GFS vs MSI
+124.3%
-154.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.8% |
| 7D | +7.4% | +3.2% | +4.1% | +5.7% |
| 30D | -15.3% | +17.6% | -32.9% | -22.6% |
| 3M | -21.1% | +14.5% | -35.6% | -27.2% |
| 6M | -44.5% | +34.3% | -78.7% | -53.8% |
| YTD | +19.2% | +39.7% | -20.5% | -5.3% |
| 1Y | +27.2% | +40.2% | -12.9% | +0.7% |
| 3Y | -20.1% | +77.1% | -97.3% | -51.1% |
| All | -30.1% | +124.3% | -154.5% | -67.3% |
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