+12,781.7%
ECL vs MSI
+4,035.2%
+8,746.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.6% | -3.7% | +1.1% | -1.9% |
| 30D | -2.2% | +6.8% | -9.0% | -3.6% |
| 3M | +10.1% | +14.3% | -4.2% | +7.1% |
| 6M | -5.7% | -1.6% | -4.2% | -5.8% |
| YTD | +7.0% | +22.8% | -15.8% | +2.2% |
| 1Y | +2.7% | -1.1% | +3.8% | +2.3% |
| 3Y | +57.7% | +70.5% | -12.8% | +40.2% |
| 5Y | +31.1% | +102.8% | -71.7% | +12.6% |
| 10Y | +150.9% | +597.4% | -446.5% | +73.7% |
| All | +12,781.7% | +4,035.2% | +8,746.5% | +4,678.8% |
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