+3,874.2%
MSI vs GAP
+2,258.2%
+1,616.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -3.7% | -4.5% | +0.8% | -2.8% |
| 30D | +6.8% | +9.0% | -2.2% | +4.6% |
| 3M | +14.3% | +5.0% | +9.3% | +12.5% |
| 6M | -1.6% | -17.8% | +16.2% | +1.0% |
| YTD | +22.8% | -10.4% | +33.2% | +23.4% |
| 1Y | -1.1% | -3.4% | +2.3% | -2.7% |
| 3Y | +70.5% | +111.5% | -41.0% | +30.2% |
| 5Y | +102.8% | +8.8% | +94.0% | +68.3% |
| 10Y | +597.4% | +32.9% | +564.5% | +366.1% |
| All | +3,874.2% | +2,258.2% | +1,616.0% | +788.3% |
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