-12.4%
IP vs MSI
+118.7%
-131.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -5.1% | +4.7% | -9.7% | -6.5% |
| 30D | +8.5% | +14.8% | -6.2% | +3.8% |
| 3M | -13.8% | +8.8% | -22.6% | -16.2% |
| 6M | +5.7% | +19.3% | -13.6% | -0.8% |
| YTD | -9.1% | +35.3% | -44.5% | -18.1% |
| 1Y | -0.8% | +33.8% | -34.6% | -10.3% |
| 3Y | +14.8% | +74.4% | -59.6% | -7.7% |
| All | -12.4% | +118.7% | -131.1% | -38.0% |
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 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