+239.5%
GM vs MSI
+2,013.2%
-1,773.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.4% |
| 7D | -0.2% | +3.2% | -3.4% | -1.7% |
| 30D | +3.6% | +17.6% | -14.0% | -4.4% |
| 3M | -0.2% | +14.5% | -14.8% | -6.8% |
| 6M | +13.9% | +34.3% | -20.3% | -2.1% |
| YTD | +6.5% | +39.7% | -33.3% | -11.4% |
| 1Y | +20.7% | +40.2% | -19.5% | +0.2% |
| 3Y | +229.5% | +77.1% | +152.3% | +134.7% |
| 5Y | +41.5% | +124.0% | -82.5% | -12.5% |
| 10Y | +204.8% | +665.5% | -460.7% | -1.7% |
| All | +239.5% | +2,013.2% | -1,773.7% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling