+123.1%
MSI vs GGLL
+217.5%
-94.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.1% |
| 7D | +2.6% | +11.5% | -8.9% | +1.9% |
| 30D | +18.1% | -31.2% | +49.4% | +20.6% |
| 3M | +13.2% | -28.7% | +41.9% | +15.1% |
| 6M | +36.3% | -47.2% | +83.5% | +41.0% |
| YTD | +39.5% | -24.3% | +63.8% | +39.4% |
| 1Y | +36.9% | -12.0% | +48.9% | +34.8% |
| 3Y | +76.1% | +169.6% | -93.5% | +48.8% |
| All | +123.1% | +217.5% | -94.4% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling