+3,874.2%
MSI vs GPC
+2,341.8%
+1,532.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | -3.7% | +1.2% | -4.9% | -4.3% |
| 30D | +6.8% | +6.0% | +0.9% | +3.7% |
| 3M | +14.3% | +42.6% | -28.3% | -5.5% |
| 6M | -1.6% | +22.8% | -24.3% | -12.7% |
| YTD | +22.8% | +15.5% | +7.3% | +11.1% |
| 1Y | -1.1% | +2.0% | -3.2% | -5.0% |
| 3Y | +70.5% | -1.4% | +71.9% | +57.7% |
| 5Y | +102.8% | +30.6% | +72.2% | +58.6% |
| 10Y | +597.4% | +80.6% | +516.8% | +318.9% |
| All | +3,874.2% | +2,341.8% | +1,532.4% | +543.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling