+104.6%
MSI vs GFI
+524.1%
-419.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -0.4% | -4.9% | +4.4% | -0.1% |
| 30D | -0.8% | +10.7% | -11.5% | -1.4% |
| 3M | +13.9% | +25.6% | -11.7% | +12.2% |
| 6M | +1.3% | -8.3% | +9.6% | +1.4% |
| YTD | +22.3% | +6.3% | +16.0% | +20.6% |
| 1Y | -3.9% | +22.1% | -25.9% | -6.6% |
| 3Y | +69.9% | +289.2% | -219.3% | +46.8% |
| All | +104.6% | +524.1% | -419.5% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling