-18.4%
GIS vs MSI
+595.8%
-614.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.6% | -4.0% | -4.6% | -7.9% |
| 30D | -0.5% | -0.5% | 0.0% | -0.3% |
| 3M | +11.9% | +11.4% | +0.5% | +9.7% |
| 6M | -11.6% | +1.0% | -12.6% | -12.0% |
| YTD | -16.3% | +20.7% | -37.0% | -19.4% |
| 1Y | -21.8% | -2.7% | -19.1% | -21.7% |
| 3Y | -35.7% | +68.2% | -103.8% | -42.2% |
| 5Y | -22.9% | +100.0% | -122.8% | -33.4% |
| All | -18.4% | +595.8% | -614.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling