+121.8%
MSI vs GGLL
+194.0%
-72.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | +7.4% | +5.1% | +2.3% | +7.0% |
| 30D | +18.7% | -35.5% | +54.2% | +21.7% |
| 3M | +14.5% | -39.2% | +53.6% | +17.6% |
| 6M | +38.1% | -54.4% | +92.5% | +44.3% |
| YTD | +38.7% | -29.8% | +68.6% | +39.3% |
| 1Y | +35.4% | -20.4% | +55.8% | +34.3% |
| 3Y | +75.1% | +149.7% | -74.6% | +48.6% |
| All | +121.8% | +194.0% | -72.3% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling