+58.1%
MP vs GIS
-19.2%
+77.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.0% |
| 7D | -2.9% | -7.8% | +5.0% | -4.0% |
| 30D | +13.8% | +6.6% | +7.2% | +14.9% |
| 3M | -16.7% | +21.0% | -37.7% | -14.6% |
| 6M | -11.5% | -9.1% | -2.4% | -11.2% |
| YTD | +7.9% | -13.6% | +21.6% | +8.0% |
| 1Y | -15.0% | -18.0% | +3.0% | -15.2% |
| 3Y | +153.5% | -33.7% | +187.2% | +152.1% |
| All | +58.1% | -19.2% | +77.3% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling