+5.8%
HD vs MSI
+118.7%
-112.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | +4.3% | +4.7% | -0.3% | +2.4% |
| 30D | +20.2% | +14.8% | +5.4% | +13.7% |
| 3M | -1.0% | +8.8% | -9.8% | -4.5% |
| 6M | +7.9% | +19.3% | -11.4% | -0.4% |
| YTD | +2.0% | +35.3% | -33.3% | -11.2% |
| 1Y | -4.3% | +33.8% | -38.1% | -16.3% |
| 3Y | +25.9% | +74.4% | -48.5% | -6.8% |
| All | +5.8% | +118.7% | -112.9% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling