+124.2%
MSI vs GAP
+2.1%
+122.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +3.2% | -1.9% | +5.2% | +3.4% |
| 30D | +17.6% | -7.1% | +24.7% | +18.2% |
| 3M | +14.5% | +4.1% | +10.4% | +13.8% |
| 6M | +34.3% | +1.9% | +32.3% | +33.3% |
| YTD | +39.7% | -15.2% | +54.9% | +40.6% |
| 1Y | +40.2% | -10.6% | +50.8% | +40.2% |
| 3Y | +77.1% | +74.6% | +2.6% | +58.0% |
| All | +124.2% | +2.1% | +122.1% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling