+68.2%
IVV vs MSI
+118.7%
-50.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -2.7% | +4.7% | -7.4% | -4.4% |
| 30D | -5.4% | +14.8% | -20.1% | -10.2% |
| 3M | -4.1% | +8.8% | -12.9% | -7.3% |
| 6M | +0.7% | +19.3% | -18.6% | -6.7% |
| YTD | +8.7% | +35.3% | -26.6% | -5.4% |
| 1Y | +11.0% | +33.8% | -22.8% | -3.0% |
| 3Y | +75.4% | +74.4% | +1.0% | +29.9% |
| All | +68.2% | +118.7% | -50.6% | +6.0% |
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