+596.9%
MSI vs GAP
+28.3%
+568.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.1% |
| 7D | -4.0% | -3.2% | -0.8% | -3.6% |
| 30D | -0.5% | -0.7% | +0.2% | -0.6% |
| 3M | +11.4% | -0.5% | +11.9% | +11.1% |
| 6M | +1.0% | -5.0% | +6.0% | +0.9% |
| YTD | +20.7% | -14.7% | +35.3% | +21.8% |
| 1Y | -2.7% | -8.6% | +6.0% | -2.9% |
| 3Y | +68.2% | +108.4% | -40.2% | +41.7% |
| 5Y | +100.0% | +5.8% | +94.2% | +78.7% |
| 10Y | +596.9% | +29.6% | +567.2% | +425.1% |
| All | +596.9% | +28.3% | +568.6% | +425.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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