+43.3%
MA vs MSI
+70.3%
-27.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -1.7% |
| 30D | +1.5% | +6.8% | -5.3% | -0.5% |
| 3M | +20.4% | +14.3% | +6.1% | +15.6% |
| 6M | +11.1% | -1.6% | +12.7% | +11.3% |
| YTD | +2.0% | +22.8% | -20.8% | -5.9% |
| 1Y | -2.2% | -1.1% | -1.0% | -1.6% |
| All | +43.3% | +70.3% | -27.0% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling