+124.2%
MSI vs GPC
+4.3%
+119.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | 0.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +17.6% | -6.3% | +23.9% | +19.6% |
| 3M | +14.5% | -8.2% | +22.7% | +17.0% |
| 6M | +34.3% | +27.1% | +7.2% | +24.3% |
| YTD | +39.7% | +3.1% | +36.6% | +36.1% |
| 1Y | +40.2% | +0.1% | +40.1% | +37.7% |
| 3Y | +77.1% | +0.2% | +76.9% | +65.8% |
| All | +124.2% | +4.3% | +119.9% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling