-4.9%
EQT vs MSI
+28.6%
-33.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | -6.6% | +2.8% | -9.4% | -6.8% |
| 30D | +2.7% | +9.1% | -6.4% | +1.8% |
| 3M | -0.2% | +12.5% | -12.7% | -1.3% |
| 6M | -10.6% | +14.2% | -24.8% | -11.6% |
| YTD | -1.2% | +30.7% | -31.9% | -6.2% |
| 1Y | -4.9% | +27.5% | -32.4% | -9.2% |
| All | -4.9% | +28.6% | -33.4% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling