+78.5%
MSI vs GH
+598.2%
-519.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +7.7% | -8.2% | +15.9% | +7.8% |
| 30D | +19.9% | -4.9% | +24.8% | +19.9% |
| 3M | +14.9% | -6.2% | +21.2% | +15.0% |
| 6M | +37.2% | +60.0% | -22.8% | +36.1% |
| YTD | +40.8% | +51.5% | -10.8% | +39.5% |
| 1Y | +38.1% | +58.4% | -20.3% | +36.6% |
| All | +78.5% | +598.2% | -519.7% | +69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling