+1,410.3%
IBKR vs MSI
+749.7%
+660.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +1.3% | -4.0% | +5.3% | +3.0% |
| 30D | -0.3% | -0.5% | +0.1% | -0.3% |
| 3M | +4.7% | +11.4% | -6.7% | -0.9% |
| 6M | +34.0% | +1.0% | +33.1% | +31.6% |
| YTD | +40.8% | +20.7% | +20.1% | +27.5% |
| 1Y | +45.7% | -2.7% | +48.4% | +44.1% |
| 3Y | +288.4% | +68.2% | +220.2% | +200.2% |
| 5Y | +487.2% | +100.0% | +387.2% | +316.4% |
| 10Y | +991.2% | +596.9% | +394.3% | +339.6% |
| All | +1,410.3% | +749.7% | +660.6% | +301.8% |
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