+601.1%
MSI vs GFI
+1,066.8%
-465.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -0.4% | -4.9% | +4.4% | -0.2% |
| 30D | -0.8% | +10.7% | -11.5% | -1.2% |
| 3M | +13.9% | +25.6% | -11.7% | +12.7% |
| 6M | +1.3% | -8.3% | +9.6% | +1.4% |
| YTD | +22.3% | +6.3% | +16.0% | +21.2% |
| 1Y | -3.9% | +22.1% | -25.9% | -5.6% |
| 3Y | +69.9% | +289.2% | -219.3% | +56.4% |
| 5Y | +103.8% | +531.7% | -427.9% | +82.3% |
| All | +601.1% | +1,066.8% | -465.8% | +552.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling