+662.2%
MSI vs GPC
+74.2%
+588.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.6% | -1.3% | +3.9% | +3.1% |
| 30D | +18.1% | -6.0% | +24.1% | +20.5% |
| 3M | +13.2% | -7.6% | +20.8% | +16.1% |
| 6M | +36.3% | +24.2% | +12.0% | +24.6% |
| YTD | +39.5% | +2.7% | +36.8% | +35.2% |
| 1Y | +36.9% | +0.2% | +36.7% | +33.8% |
| 3Y | +76.1% | -0.8% | +76.8% | +65.8% |
| 5Y | +123.7% | +4.4% | +119.3% | +103.3% |
| All | +662.2% | +74.2% | +588.1% | +420.8% |
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