-3.5%
HD vs MSI
+37.5%
-41.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -1.2% | +7.7% | -8.9% | -3.2% |
| 30D | +20.9% | +19.9% | +1.0% | +15.1% |
| 3M | -0.2% | +14.9% | -15.1% | -4.0% |
| 6M | +14.5% | +37.2% | -22.7% | +4.5% |
| YTD | +4.3% | +40.8% | -36.5% | -8.9% |
| 1Y | -3.5% | +38.1% | -41.6% | -11.5% |
| All | -3.5% | +37.5% | -41.0% | -11.5% |
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