+33,787.5%
HD vs MSI
+4,598.2%
+29,189.3%
-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% | 0.0% | -0.6% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | +18.5% | +18.1% | +0.4% | +13.1% |
| 3M | +2.2% | +13.2% | -11.1% | -1.4% |
| 6M | +13.8% | +36.3% | -22.4% | +4.1% |
| YTD | +3.4% | +39.5% | -36.1% | -6.4% |
| 1Y | -3.5% | +36.9% | -40.4% | -12.2% |
| 3Y | +29.0% | +76.1% | -47.1% | +8.5% |
| 5Y | +6.1% | +123.7% | -117.6% | -16.9% |
| 10Y | +242.3% | +664.3% | -422.1% | +90.3% |
| All | +33,787.5% | +4,598.2% | +29,189.3% | +5,990.9% |
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 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