-2.7%
MSI vs GEN
+0.6%
-3.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -4.0% | -2.9% | -1.1% | -4.1% |
| 30D | -0.5% | +2.1% | -2.5% | -0.4% |
| 3M | +11.4% | +19.7% | -8.3% | +12.1% |
| 6M | +1.0% | +33.3% | -32.3% | +4.5% |
| YTD | +20.7% | +11.1% | +9.5% | +25.1% |
| 1Y | -2.7% | +3.0% | -5.7% | +0.6% |
| All | -2.7% | +0.6% | -3.3% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling