-12.3%
IP vs MSI
+117.4%
-129.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.0% | -8.0% | -5.2% |
| 7D | -5.0% | +5.1% | -10.0% | -6.5% |
| 30D | +6.5% | +13.3% | -6.8% | +2.3% |
| 3M | -18.0% | +18.3% | -36.3% | -22.6% |
| 6M | +10.3% | +18.7% | -8.4% | +3.7% |
| YTD | -9.9% | +36.0% | -45.9% | -18.9% |
| 1Y | -1.1% | +32.6% | -33.6% | -10.3% |
| 3Y | +13.0% | +78.3% | -65.3% | -9.9% |
| 5Y | -12.3% | +121.6% | -133.9% | -38.1% |
| All | -12.3% | +117.4% | -129.7% | -38.1% |
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