+11.0%
IVV vs MSI
+32.4%
-21.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -2.7% | +4.7% | -7.4% | -2.8% |
| 30D | -5.4% | +14.8% | -20.1% | -5.8% |
| 3M | -4.1% | +8.8% | -12.9% | -4.3% |
| 6M | +0.7% | +19.3% | -18.6% | -0.1% |
| YTD | +8.7% | +35.3% | -26.6% | +6.1% |
| 1Y | +11.0% | +33.8% | -22.8% | +11.2% |
| All | +11.0% | +32.4% | -21.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling