+13,805.6%
ECL vs MSI
+4,457.4%
+9,348.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.8% | +4.7% | -5.4% | -1.7% |
| 30D | +8.1% | +14.8% | -6.6% | +5.1% |
| 3M | +6.4% | +8.8% | -2.5% | +4.5% |
| 6M | +14.8% | +19.3% | -4.5% | +10.3% |
| YTD | +15.5% | +35.3% | -19.9% | +8.1% |
| 1Y | +20.1% | +33.8% | -13.7% | +12.6% |
| 3Y | +77.8% | +74.4% | +3.3% | +57.3% |
| 5Y | +37.9% | +120.5% | -82.7% | +16.4% |
| 10Y | +202.7% | +685.2% | -482.5% | +104.7% |
| All | +13,805.6% | +4,457.4% | +9,348.2% | +4,955.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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