+31,139.8%
HD vs MSI
+4,035.2%
+27,104.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.1% | -3.7% | +1.6% | -1.0% |
| 30D | -8.4% | +6.8% | -15.2% | -10.3% |
| 3M | +4.3% | +14.3% | -10.0% | +0.3% |
| 6M | -11.1% | -1.6% | -9.6% | -11.2% |
| YTD | -4.7% | +22.8% | -27.5% | -10.6% |
| 1Y | -19.8% | -1.1% | -18.7% | -20.2% |
| 3Y | +4.1% | +70.5% | -66.4% | -11.7% |
| 5Y | +10.3% | +102.8% | -92.5% | -11.2% |
| 10Y | +203.2% | +597.4% | -394.3% | +73.0% |
| All | +31,139.8% | +4,035.2% | +27,104.6% | +5,720.8% |
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