-10.9%
MP vs GIS
-33.3%
+22.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +3.9% |
| 7D | +9.5% | -3.4% | +12.8% | +8.9% |
| 30D | -3.0% | +6.9% | -9.9% | -1.9% |
| 3M | -30.4% | -10.1% | -20.2% | -31.1% |
| 6M | -39.2% | +5.9% | -45.0% | -38.6% |
| YTD | -23.3% | -21.1% | -2.2% | -23.8% |
| 1Y | -32.6% | -22.5% | -10.2% | -33.1% |
| 3Y | +159.3% | -39.0% | +198.2% | +157.2% |
| All | -10.9% | -33.3% | +22.4% | -10.0% |
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