+246.5%
GM vs MSI
+1,757.2%
-1,510.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.3% |
| 7D | +1.9% | -3.7% | +5.6% | +3.8% |
| 30D | -1.4% | +6.8% | -8.2% | -4.9% |
| 3M | +5.9% | +14.3% | -8.4% | -1.4% |
| 6M | +12.4% | -1.6% | +14.0% | +11.8% |
| YTD | +8.6% | +22.8% | -14.2% | -3.6% |
| 1Y | +52.6% | -1.1% | +53.7% | +50.4% |
| 3Y | +169.7% | +70.5% | +99.2% | +94.4% |
| 5Y | +87.5% | +102.8% | -15.3% | +21.3% |
| 10Y | +233.0% | +597.4% | -364.5% | +12.3% |
| All | +246.5% | +1,757.2% | -1,510.7% | -30.0% |
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