+102.8%
MSI vs GEN
+24.6%
+78.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | +6.8% | +10.1% | -3.3% | +5.2% |
| 3M | +14.3% | +16.1% | -1.8% | +11.5% |
| 6M | -1.6% | +38.9% | -40.4% | -6.7% |
| YTD | +22.8% | +14.4% | +8.4% | +20.5% |
| 1Y | -1.1% | +5.9% | -7.0% | -1.5% |
| 3Y | +70.5% | +58.8% | +11.7% | +53.9% |
| All | +102.8% | +24.6% | +78.2% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling