+44.9%
IBKR vs MSI
-2.0%
+46.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | -1.3% | -0.4% | -0.9% | -1.4% |
| 30D | -0.2% | -0.8% | +0.5% | -0.2% |
| 3M | +3.0% | +13.9% | -11.0% | +4.2% |
| 6M | +33.9% | +1.3% | +32.5% | +34.7% |
| YTD | +42.5% | +22.3% | +20.2% | +47.2% |
| 1Y | +44.9% | -3.9% | +48.7% | +42.4% |
| All | +44.9% | -2.0% | +46.9% | +42.4% |
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