+337.2%
IP vs MSI
+4,302.2%
-3,965.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +3.4% | +2.8% | +0.6% | +2.6% |
| 30D | +11.2% | +9.1% | +2.1% | +8.6% |
| 3M | -14.8% | +12.5% | -27.3% | -17.7% |
| 6M | +17.3% | +14.2% | +3.1% | +12.5% |
| YTD | -6.2% | +30.7% | -36.9% | -13.3% |
| 1Y | +2.3% | +27.5% | -25.2% | -4.9% |
| 3Y | +17.7% | +71.4% | -53.7% | -0.2% |
| 5Y | -8.4% | +109.6% | -118.1% | -27.3% |
| 10Y | +32.1% | +658.5% | -626.4% | -26.1% |
| All | +337.2% | +4,302.2% | -3,965.0% | +22.3% |
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 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