-0.8%
MSI vs GGLL
+70.6%
-71.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-07 to 2026-09-07.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.8% |
| 7D | -3.7% | -4.8% | +1.1% | -3.6% |
| 30D | +6.8% | -13.7% | +20.5% | +7.3% |
| 3M | +14.3% | -21.9% | +36.2% | +14.8% |
| 6M | -1.3% | +11.7% | -13.0% | -2.7% |
| YTD | +23.1% | +2.3% | +20.8% | +21.1% |
| All | -0.8% | +70.6% | -71.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2025-09-07 to 2026-09-07: compounded portfolio wealth divided by compounded GGLL 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…
2025-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling