+601.1%
MSI vs GWRE
+131.0%
+470.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.4% | -13.2% | +12.8% | +2.6% |
| 30D | -0.8% | -18.6% | +17.8% | +2.8% |
| 3M | +13.9% | +18.9% | -5.0% | +7.5% |
| 6M | +1.3% | -11.0% | +12.3% | +0.8% |
| YTD | +22.3% | -29.9% | +52.2% | +28.5% |
| 1Y | -3.9% | -44.3% | +40.5% | +7.2% |
| 3Y | +69.9% | +51.7% | +18.2% | +34.5% |
| 5Y | +103.8% | +15.4% | +88.3% | +72.6% |
| All | +601.1% | +131.0% | +470.1% | +349.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling