+5.9%
GIS vs MSI
+36.7%
-30.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -3.4% | +3.2% | -6.6% | -4.5% |
| 30D | +6.9% | +17.6% | -10.7% | +0.7% |
| 3M | -10.1% | +14.5% | -24.6% | -14.4% |
| 6M | +5.9% | +34.3% | -28.4% | -3.4% |
| All | +5.9% | +36.7% | -30.8% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling