+48.0%
GM vs MSI
-2.5%
+50.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.8% |
| 7D | -1.1% | -1.8% | +0.7% | -0.9% |
| 30D | -3.4% | -0.6% | -2.8% | -3.4% |
| 3M | +8.7% | +13.0% | -4.3% | +7.6% |
| 6M | +15.4% | +0.5% | +14.9% | +16.1% |
| YTD | +6.6% | +21.7% | -15.1% | +4.6% |
| All | +48.0% | -2.5% | +50.4% | +43.1% |
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