+100.2%
MSI vs GTLB
-49.8%
+150.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.7% |
| 7D | -2.0% | -4.1% | +2.1% | -1.8% |
| 30D | -0.9% | +12.3% | -13.2% | -1.8% |
| 3M | +12.7% | +65.9% | -53.2% | +8.6% |
| 6M | +0.5% | +104.0% | -103.5% | -5.0% |
| YTD | +21.7% | +26.0% | -4.3% | +18.7% |
| 1Y | -2.6% | -3.5% | +0.9% | -3.4% |
| 3Y | +69.7% | -9.6% | +79.3% | +65.4% |
| All | +100.2% | -49.8% | +150.0% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling