+27.3%
MSI vs GLXY
-38.8%
+66.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.4% | +0.2% |
| 7D | +3.2% | +5.3% | -2.0% | +3.2% |
| 30D | +17.6% | -19.8% | +37.4% | +17.6% |
| 3M | +14.5% | -31.4% | +45.9% | +14.6% |
| 6M | +34.3% | -53.3% | +87.6% | +34.8% |
| YTD | +39.7% | -35.7% | +75.4% | +39.1% |
| 1Y | +40.2% | -47.2% | +87.4% | +39.8% |
| All | +27.3% | -38.8% | +66.1% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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