-21.3%
GFS vs MSI
+122.3%
-143.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.0% | -13.9% | -11.9% |
| 7D | -20.7% | +5.1% | -25.8% | -22.9% |
| 30D | -25.2% | +13.3% | -38.5% | -30.3% |
| 3M | -26.3% | +18.3% | -44.6% | -33.4% |
| 6M | -50.7% | +18.7% | -69.4% | -56.2% |
| YTD | +4.5% | +36.0% | -31.5% | -15.6% |
| 1Y | +2.5% | +32.6% | -30.1% | -15.8% |
| 3Y | -30.9% | +78.3% | -109.2% | -57.9% |
| 5Y | -42.6% | +121.6% | -164.2% | -72.4% |
| All | -21.3% | +122.3% | -143.7% | -62.1% |
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 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