+123.4%
MSI vs GGLL
+210.8%
-87.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | +3.2% | +7.7% | -4.4% | +2.8% |
| 30D | +17.6% | -30.2% | +47.8% | +19.9% |
| 3M | +14.5% | -31.3% | +45.8% | +16.8% |
| 6M | +34.3% | -52.1% | +86.3% | +39.9% |
| YTD | +39.7% | -25.9% | +65.6% | +39.8% |
| 1Y | +40.2% | -8.5% | +48.6% | +37.5% |
| 3Y | +77.1% | +165.5% | -88.4% | +49.7% |
| All | +123.4% | +210.8% | -87.4% | +80.3% |
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