-29.3%
GFS vs MSI
+125.1%
-154.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.3% | +7.4% | -12.7% | -9.0% |
| 30D | -15.8% | +18.7% | -34.5% | -23.5% |
| 3M | -18.6% | +14.5% | -33.1% | -24.9% |
| 6M | -45.0% | +38.1% | -83.1% | -55.0% |
| YTD | +16.8% | +38.7% | -21.9% | -6.9% |
| 1Y | +17.8% | +35.4% | -17.6% | -4.5% |
| 3Y | -21.5% | +75.1% | -96.6% | -51.5% |
| 5Y | -29.3% | +126.4% | -155.7% | -67.1% |
| All | -29.3% | +125.1% | -154.5% | -67.1% |
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 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