+19.1%
MA vs MSI
+37.5%
-18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.8% | +7.7% | -9.5% | -2.6% |
| 30D | +11.0% | +19.9% | -8.9% | +8.8% |
| 3M | +17.9% | +14.9% | +2.9% | +15.9% |
| 6M | +33.2% | +37.2% | -4.1% | +29.4% |
| YTD | +16.5% | +40.8% | -24.3% | +14.4% |
| 1Y | +19.1% | +38.1% | -19.0% | +21.8% |
| All | +19.1% | +37.5% | -18.4% | +21.8% |
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