+735.8%
IVV vs MSI
+568.2%
+167.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -5.6% |
| 7D | -4.8% | +5.1% | -9.8% | -6.2% |
| 30D | -5.9% | +13.3% | -19.2% | -9.4% |
| 3M | -4.5% | +18.3% | -22.8% | -9.4% |
| 6M | +1.8% | +18.7% | -16.9% | -4.0% |
| YTD | +8.4% | +36.0% | -27.6% | -2.1% |
| 1Y | +9.4% | +32.6% | -23.2% | -0.5% |
| 3Y | +75.3% | +78.3% | -3.0% | +44.9% |
| 5Y | +67.8% | +121.6% | -53.8% | +29.5% |
| 10Y | +314.2% | +689.0% | -374.9% | +122.1% |
| All | +735.8% | +568.2% | +167.7% | +232.2% |
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 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