+73.5%
IVV vs MSI
+125.1%
-51.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +7.4% | -8.0% | -3.2% |
| 30D | -3.7% | +18.7% | -22.4% | -9.7% |
| 3M | -2.7% | +14.5% | -17.2% | -7.7% |
| 6M | +2.2% | +38.1% | -35.9% | -10.3% |
| YTD | +10.9% | +38.7% | -27.8% | -4.3% |
| 1Y | +11.3% | +35.4% | -24.1% | -3.0% |
| 3Y | +76.9% | +75.1% | +1.8% | +31.3% |
| 5Y | +73.5% | +126.4% | -52.9% | +8.1% |
| All | +73.5% | +125.1% | -51.6% | +8.1% |
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