-17.4%
GIS vs MSI
+28.6%
-46.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.9% |
| 7D | +8.5% | +2.8% | +5.7% | +7.8% |
| 30D | +15.3% | +9.1% | +6.2% | +13.1% |
| 3M | +0.9% | +12.5% | -11.6% | -1.4% |
| 6M | +7.9% | +14.2% | -6.3% | +4.8% |
| YTD | -17.6% | +30.7% | -48.3% | -20.1% |
| 1Y | -17.4% | +27.5% | -44.9% | -23.2% |
| All | -17.4% | +28.6% | -46.0% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling