+2,772.9%
GPN vs MSI
+844.2%
+1,928.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.4% |
| 7D | -1.9% | +8.3% | -10.2% | -4.3% |
| 30D | +18.9% | +18.9% | +0.1% | +12.7% |
| 3M | +13.8% | +13.2% | +0.6% | +9.4% |
| 6M | +42.3% | +38.3% | +4.0% | +28.4% |
| YTD | +27.6% | +38.9% | -11.3% | +14.2% |
| 1Y | +30.3% | +36.7% | -6.4% | +17.1% |
| 3Y | -5.8% | +76.6% | -82.3% | -22.2% |
| 5Y | -22.6% | +124.5% | -147.1% | -40.8% |
| 10Y | +42.6% | +674.5% | -631.9% | -21.6% |
| All | +2,772.9% | +844.2% | +1,928.7% | +1,098.9% |
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