-33.8%
GIS vs MSI
+124.3%
-158.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -3.4% | +3.2% | -6.6% | -4.0% |
| 30D | +6.9% | +17.6% | -10.7% | +3.5% |
| 3M | -10.1% | +14.5% | -24.6% | -12.5% |
| 6M | +5.9% | +34.3% | -28.4% | -0.1% |
| YTD | -21.1% | +39.7% | -60.8% | -26.3% |
| 1Y | -22.5% | +40.2% | -62.6% | -27.7% |
| 3Y | -39.0% | +77.1% | -116.1% | -46.3% |
| All | -33.8% | +124.3% | -158.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling