+4,415.3%
MSI vs GAP
+2,150.7%
+2,264.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +2.6% | -5.2% | +7.8% | +3.7% |
| 30D | +18.1% | -6.9% | +25.0% | +19.6% |
| 3M | +13.2% | +5.7% | +7.5% | +11.1% |
| 6M | +36.3% | +0.9% | +35.4% | +34.1% |
| YTD | +39.5% | -14.5% | +54.0% | +40.9% |
| 1Y | +36.9% | -12.1% | +49.0% | +37.1% |
| 3Y | +76.1% | +72.2% | +3.9% | +40.8% |
| 5Y | +123.7% | +4.5% | +119.2% | +87.2% |
| 10Y | +664.3% | +3.3% | +661.0% | +444.3% |
| All | +4,415.3% | +2,150.7% | +2,264.5% | +914.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling