+3,874.2%
MSI vs GEN
+8,838.9%
-4,964.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -3.7% | -1.2% | -2.5% | -3.5% |
| 30D | +6.8% | +10.1% | -3.3% | +4.2% |
| 3M | +14.3% | +16.1% | -1.8% | +10.0% |
| 6M | -1.6% | +38.9% | -40.4% | -10.1% |
| YTD | +22.8% | +14.4% | +8.4% | +16.9% |
| 1Y | -1.1% | +5.9% | -7.0% | -4.2% |
| 3Y | +70.5% | +58.8% | +11.7% | +47.2% |
| 5Y | +102.8% | +24.7% | +78.1% | +82.0% |
| 10Y | +597.4% | +163.1% | +434.3% | +388.4% |
| All | +3,874.2% | +8,838.9% | -4,964.7% | +836.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling