+453.7%
MP vs GIS
-22.6%
+476.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.3% |
| 7D | +3.0% | -8.3% | +11.3% | +1.6% |
| 30D | +8.3% | +2.2% | +6.2% | +8.8% |
| 3M | -3.8% | +15.7% | -19.5% | -1.5% |
| 6M | -4.9% | -12.0% | +7.1% | -5.4% |
| YTD | +9.6% | -15.0% | +24.6% | +8.9% |
| 1Y | -11.7% | -20.1% | +8.4% | -12.7% |
| 3Y | +158.5% | -34.6% | +193.1% | +152.6% |
| 5Y | +68.9% | -22.8% | +91.8% | +77.9% |
| All | +453.7% | -22.6% | +476.3% | +510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling