+4,280.0%
MSI vs GEN
+8,588.0%
-4,308.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.1% |
| 7D | +4.7% | +2.3% | +2.4% | +4.1% |
| 30D | +14.8% | +33.1% | -18.3% | +6.9% |
| 3M | +8.8% | +6.5% | +2.3% | +6.2% |
| 6M | +19.3% | +53.8% | -34.5% | +5.8% |
| YTD | +35.3% | +11.2% | +24.1% | +28.7% |
| 1Y | +33.8% | +19.4% | +14.4% | +25.0% |
| 3Y | +74.4% | +81.0% | -6.6% | +44.9% |
| 5Y | +120.5% | +33.4% | +87.1% | +93.2% |
| 10Y | +685.2% | +164.3% | +520.9% | +446.1% |
| All | +4,280.0% | +8,588.0% | -4,308.1% | +931.1% |
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