+122.0%
MSI vs GGLL
+195.8%
-73.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.5% |
| 7D | +8.3% | +6.3% | +2.0% | +7.9% |
| 30D | +18.9% | -35.1% | +54.0% | +21.8% |
| 3M | +13.2% | -37.7% | +50.9% | +16.2% |
| 6M | +38.3% | -54.1% | +92.4% | +44.4% |
| YTD | +38.9% | -29.4% | +68.3% | +39.4% |
| 1Y | +36.7% | -13.4% | +50.1% | +34.6% |
| 3Y | +76.6% | +158.3% | -81.8% | +49.2% |
| All | +122.0% | +195.8% | -73.8% | +79.7% |
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