-42.7%
GIS vs MSFU
+70.7%
-113.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.6% |
| 7D | -8.6% | -2.3% | -6.3% | -8.6% |
| 30D | -0.5% | -6.3% | +5.8% | -0.6% |
| 3M | +11.9% | +40.0% | -28.1% | +12.6% |
| 6M | -11.6% | +30.1% | -41.7% | -11.0% |
| YTD | -16.3% | -10.3% | -6.0% | -16.6% |
| 1Y | -21.8% | -19.0% | -2.7% | -22.2% |
| 3Y | -35.7% | +25.8% | -61.5% | -36.3% |
| All | -42.7% | +70.7% | -113.4% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling