-2.7%
MSI vs GTLB
-3.3%
+0.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.7% |
| 7D | -4.0% | -6.6% | +2.6% | -4.0% |
| 30D | -0.5% | +13.7% | -14.2% | -0.4% |
| 3M | +11.4% | +52.9% | -41.5% | +11.3% |
| 6M | +1.0% | +88.5% | -87.5% | +1.0% |
| YTD | +20.7% | +23.4% | -2.8% | +19.3% |
| 1Y | -2.7% | -3.8% | +1.1% | -4.9% |
| All | -2.7% | -3.3% | +0.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling