+310.3%
MSI vs GH
+467.1%
-156.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.4% | -2.5% | +2.1% | -0.2% |
| 30D | -0.8% | -4.7% | +3.9% | -0.4% |
| 3M | +13.9% | +20.2% | -6.3% | +11.6% |
| 6M | +1.3% | +78.8% | -77.4% | -4.7% |
| YTD | +22.3% | +54.1% | -31.8% | +16.2% |
| 1Y | -3.9% | +177.1% | -180.9% | -14.5% |
| 3Y | +69.9% | +371.6% | -301.7% | +37.2% |
| 5Y | +103.8% | +21.9% | +81.9% | +82.9% |
| All | +310.3% | +467.1% | -156.9% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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