+99.8%
MSI vs GTLB
-50.0%
+149.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.7% |
| 7D | -5.8% | +4.6% | -10.3% | -6.1% |
| 30D | -1.0% | +21.0% | -22.0% | -2.4% |
| 3M | +14.2% | +51.7% | -37.6% | +10.6% |
| 6M | +1.0% | +89.3% | -88.2% | -4.0% |
| YTD | +21.5% | +25.6% | -4.2% | +18.5% |
| 1Y | -2.1% | -1.5% | -0.6% | -3.0% |
| 3Y | +69.3% | -9.9% | +79.3% | +65.1% |
| All | +99.8% | -50.0% | +149.8% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling