+52.3%
GM vs MSI
-0.7%
+53.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +1.7% | -3.7% | +5.4% | +2.0% |
| 30D | -1.6% | +6.8% | -8.4% | -2.1% |
| 3M | +5.7% | +14.3% | -8.6% | +4.5% |
| 6M | +12.2% | -1.6% | +13.7% | +13.2% |
| YTD | +8.4% | +22.8% | -14.4% | +6.1% |
| 1Y | +52.3% | -1.1% | +53.4% | +50.6% |
| All | +52.3% | -0.7% | +53.0% | +50.6% |
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