+1,203.2%
MSI vs GWRE
+749.2%
+454.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | +0.3% |
| 7D | -4.0% | -26.2% | +22.2% | +1.3% |
| 30D | -0.5% | -17.8% | +17.3% | +2.6% |
| 3M | +11.4% | +14.2% | -2.8% | +6.7% |
| 6M | +1.0% | -12.9% | +13.9% | +1.1% |
| YTD | +20.7% | -29.2% | +49.9% | +25.5% |
| 1Y | -2.7% | -44.4% | +41.7% | +6.6% |
| 3Y | +68.2% | +51.1% | +17.1% | +41.1% |
| 5Y | +100.0% | +16.5% | +83.4% | +74.3% |
| 10Y | +596.9% | +131.6% | +465.3% | +416.2% |
| All | +1,203.2% | +749.2% | +454.0% | +809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling