+125.1%
MSI vs GGLL
+206.6%
-81.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.2% |
| 7D | +7.7% | +2.9% | +4.8% | +7.5% |
| 30D | +19.9% | -33.1% | +53.0% | +22.6% |
| 3M | +14.9% | -31.2% | +46.1% | +17.2% |
| 6M | +37.2% | -49.4% | +86.6% | +42.4% |
| YTD | +40.8% | -26.8% | +67.6% | +41.0% |
| 1Y | +38.1% | -17.7% | +55.8% | +36.7% |
| 3Y | +77.7% | +160.4% | -82.7% | +50.4% |
| All | +125.1% | +206.6% | -81.6% | +81.8% |
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