+69.3%
MSI vs GTLB
-8.4%
+77.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.8% |
| 7D | -5.8% | +4.6% | -10.3% | -6.0% |
| 30D | -1.0% | +21.0% | -22.0% | -1.9% |
| 3M | +14.2% | +51.7% | -37.6% | +11.6% |
| 6M | +1.0% | +89.3% | -88.2% | -2.6% |
| YTD | +21.5% | +25.6% | -4.2% | +19.6% |
| 1Y | -2.1% | -1.5% | -0.6% | -2.3% |
| 3Y | +69.3% | -9.9% | +79.3% | +69.1% |
| All | +69.3% | -8.4% | +77.7% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling