-4.8%
GFS vs MSI
-1.7%
-3.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.4% |
| 7D | +1.0% | -3.7% | +4.7% | +0.6% |
| 30D | -8.6% | +6.8% | -15.4% | -8.1% |
| 3M | -46.5% | +14.3% | -60.8% | -45.6% |
| 6M | -4.8% | -1.6% | -3.3% | +5.2% |
| All | -4.8% | -1.7% | -3.1% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling