+100.0%
MSI vs GH
+24.4%
+75.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -0.5% | -2.6% | +2.2% | -0.3% |
| 3M | +11.4% | +25.1% | -13.7% | +9.4% |
| 6M | +1.0% | +78.5% | -77.5% | -3.6% |
| YTD | +20.7% | +59.4% | -38.7% | +15.8% |
| 1Y | -2.7% | +173.9% | -176.5% | -11.1% |
| 3Y | +68.2% | +382.7% | -314.5% | +42.0% |
| 5Y | +100.0% | +24.4% | +75.6% | +75.1% |
| All | +100.0% | +24.4% | +75.5% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling