-46.1%
GIS vs MSFU
+85.8%
-131.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -1.2% |
| 7D | -4.6% | -12.7% | +8.1% | -4.8% |
| 30D | +6.6% | -9.0% | +15.6% | +6.4% |
| 3M | -8.1% | +2.9% | -11.0% | -8.0% |
| 6M | +4.9% | +43.5% | -38.6% | +5.7% |
| YTD | -21.4% | -2.4% | -18.9% | -21.5% |
| 1Y | -21.6% | -13.5% | -8.1% | -22.0% |
| 3Y | -39.3% | +19.2% | -58.5% | -39.6% |
| All | -46.1% | +85.8% | -131.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling