+601.1%
MSI vs GNRC
+448.8%
+152.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -0.8% | -15.7% | +15.0% | +2.0% |
| 3M | +13.9% | -27.3% | +41.3% | +19.4% |
| 6M | +1.3% | -12.1% | +13.4% | +1.6% |
| YTD | +22.3% | +37.1% | -14.8% | +12.2% |
| 1Y | -3.9% | -0.5% | -3.4% | -7.0% |
| 3Y | +69.9% | +61.5% | +8.4% | +44.3% |
| 5Y | +103.8% | -58.6% | +162.4% | +126.6% |
| All | +601.1% | +448.8% | +152.2% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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