+3,874.2%
MSI vs GSK
+1,705.8%
+2,168.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | +6.8% | -2.2% | +9.0% | +7.6% |
| 3M | +14.3% | -1.8% | +16.1% | +14.8% |
| 6M | -1.6% | -10.6% | +9.0% | +1.9% |
| YTD | +22.8% | +4.4% | +18.4% | +19.8% |
| 1Y | -1.1% | +30.4% | -31.5% | -11.5% |
| 3Y | +70.5% | +60.1% | +10.4% | +38.1% |
| 5Y | +102.8% | +46.8% | +56.0% | +67.0% |
| 10Y | +597.4% | +79.2% | +518.2% | +424.1% |
| All | +3,874.2% | +1,705.8% | +2,168.3% | +1,112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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