+74.4%
MSI vs GGLL
+154.9%
-80.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.5% |
| 7D | +4.7% | +3.1% | +1.6% | +4.5% |
| 30D | +14.8% | -36.3% | +51.1% | +16.7% |
| 3M | +8.8% | -40.4% | +49.2% | +10.9% |
| 6M | +19.3% | -54.6% | +73.9% | +22.8% |
| YTD | +35.3% | -31.1% | +66.5% | +35.6% |
| 1Y | +33.8% | -19.2% | +53.0% | +32.6% |
| 3Y | +74.4% | +151.5% | -77.1% | +57.2% |
| All | +74.4% | +154.9% | -80.5% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling