+102.0%
MSI vs GTLB
-47.1%
+149.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.0% |
| 7D | -3.7% | +11.1% | -14.7% | -4.4% |
| 30D | +6.8% | +37.8% | -31.0% | +4.4% |
| 3M | +14.3% | +61.6% | -47.3% | +10.3% |
| 6M | -1.6% | +98.9% | -100.5% | -6.8% |
| YTD | +22.8% | +32.8% | -10.0% | +19.4% |
| 1Y | -1.1% | +14.7% | -15.8% | -3.1% |
| 3Y | +70.5% | +1.3% | +69.1% | +64.8% |
| All | +102.0% | -47.1% | +149.1% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling