+3,014.5%
EQT vs MSI
+3,963.1%
-948.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.0% | -4.0% | +2.0% | -1.3% |
| 30D | +1.0% | -0.5% | +1.5% | +1.1% |
| 3M | +4.0% | +11.4% | -7.4% | +1.8% |
| 6M | -11.7% | +1.0% | -12.7% | -12.2% |
| YTD | +2.8% | +20.7% | -17.8% | -1.1% |
| 1Y | +10.0% | -2.7% | +12.7% | +9.8% |
| 3Y | +34.1% | +68.2% | -34.0% | +20.7% |
| 5Y | +195.3% | +100.0% | +95.3% | +157.0% |
| 10Y | +51.6% | +596.9% | -545.3% | +5.7% |
| All | +3,014.5% | +3,963.1% | -948.6% | +1,505.1% |
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