+26.5%
IP vs MSI
+676.2%
-649.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -5.1% | +4.7% | -9.7% | -7.0% |
| 30D | +8.5% | +14.8% | -6.2% | +2.1% |
| 3M | -13.8% | +8.8% | -22.6% | -17.1% |
| 6M | +5.7% | +19.3% | -13.6% | -3.0% |
| YTD | -9.1% | +35.3% | -44.5% | -21.3% |
| 1Y | -0.8% | +33.8% | -34.6% | -13.7% |
| 3Y | +14.8% | +74.4% | -59.6% | -14.1% |
| 5Y | -11.5% | +120.5% | -132.0% | -42.4% |
| All | +26.5% | +676.2% | -649.7% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling