+2,115.5%
MSI vs GNRC
+2,120.5%
-5.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -5.8% | +4.8% | -10.6% | -6.5% |
| 30D | -1.0% | -10.4% | +9.4% | +0.7% |
| 3M | +14.2% | -28.5% | +42.6% | +19.8% |
| 6M | +1.0% | -6.8% | +7.8% | +0.4% |
| YTD | +21.5% | +39.5% | -18.0% | +11.5% |
| 1Y | -2.1% | +3.4% | -5.5% | -5.8% |
| 3Y | +69.3% | +65.1% | +4.2% | +44.7% |
| 5Y | +99.3% | -57.1% | +156.4% | +110.6% |
| 10Y | +595.0% | +432.5% | +162.5% | +317.1% |
| All | +2,115.5% | +2,120.5% | -5.0% | +752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling