-16.4%
GFS vs MSI
+121.3%
-137.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.5% |
| 7D | -7.8% | +4.7% | -12.5% | -10.3% |
| 30D | -19.7% | +14.8% | -34.4% | -25.6% |
| 3M | -23.1% | +8.8% | -31.9% | -27.1% |
| 6M | -46.4% | +19.3% | -65.7% | -52.5% |
| YTD | +11.0% | +35.3% | -24.3% | -10.1% |
| 1Y | +12.6% | +33.8% | -21.1% | -8.2% |
| 3Y | -24.9% | +74.4% | -99.4% | -53.5% |
| 5Y | -39.1% | +120.5% | -159.6% | -70.6% |
| All | -16.4% | +121.3% | -137.7% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling