+74.4%
MSI vs GPC
+1.0%
+73.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +4.7% | +1.6% | +3.1% | +4.4% |
| 30D | +14.8% | -2.1% | +16.8% | +15.0% |
| 3M | +8.8% | -6.8% | +15.6% | +9.8% |
| 6M | +19.3% | +18.6% | +0.7% | +16.1% |
| YTD | +35.3% | +2.7% | +32.7% | +33.7% |
| 1Y | +33.8% | +1.8% | +32.0% | +32.2% |
| 3Y | +74.4% | +1.1% | +73.4% | +72.6% |
| All | +74.4% | +1.0% | +73.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling