-24.8%
GIS vs MSI
-2.0%
-22.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.4% | -0.4% | -6.0% | -6.3% |
| 30D | -6.1% | -0.8% | -5.3% | -5.9% |
| 3M | +7.8% | +13.9% | -6.1% | +5.3% |
| 6M | -8.8% | +1.3% | -10.1% | -9.5% |
| YTD | -19.1% | +22.3% | -41.4% | -22.1% |
| 1Y | -24.8% | -3.9% | -20.9% | -25.2% |
| All | -24.8% | -2.0% | -22.8% | -25.2% |
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