-20.8%
GIS vs MSI
+601.8%
-622.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | -8.4% | -1.8% | -6.6% | -8.1% |
| 30D | -5.2% | -0.6% | -4.6% | -5.1% |
| 3M | +8.2% | +13.0% | -4.9% | +5.7% |
| 6M | -12.0% | +0.5% | -12.5% | -12.3% |
| YTD | -18.9% | +21.7% | -40.6% | -22.0% |
| 1Y | -23.6% | -2.6% | -21.0% | -23.6% |
| 3Y | -37.6% | +69.7% | -107.3% | -44.0% |
| 5Y | -25.2% | +102.8% | -128.0% | -35.6% |
| All | -20.8% | +601.8% | -622.7% | -42.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling