-16.1%
IP vs MSI
+103.4%
-119.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -5.3% | -3.7% | -1.6% | -4.2% |
| 30D | -10.9% | +6.8% | -17.7% | -13.0% |
| 3M | +11.2% | +14.3% | -3.1% | +6.2% |
| 6M | -10.2% | -1.6% | -8.7% | -10.2% |
| YTD | -2.0% | +22.8% | -24.8% | -8.8% |
| 1Y | -19.1% | -1.1% | -18.0% | -19.6% |
| 3Y | +20.9% | +70.5% | -49.6% | -2.4% |
| All | -16.1% | +103.4% | -119.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling