+674.5%
MSI vs GPC
+93.7%
+580.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.8% |
| 7D | +8.3% | +0.8% | +7.5% | +8.0% |
| 30D | +18.9% | -1.1% | +19.9% | +19.1% |
| 3M | +13.2% | -6.6% | +19.9% | +15.7% |
| 6M | +38.3% | +22.2% | +16.0% | +27.1% |
| YTD | +38.9% | +5.1% | +33.8% | +33.6% |
| 1Y | +36.7% | +2.8% | +33.9% | +32.3% |
| 3Y | +76.6% | +2.4% | +74.2% | +64.3% |
| 5Y | +124.5% | +7.8% | +116.7% | +101.7% |
| 10Y | +674.5% | +87.2% | +587.3% | +417.4% |
| All | +674.5% | +93.7% | +580.8% | +417.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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