+85.0%
MA vs MSI
+126.2%
-41.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.5% | +2.6% | -3.1% | -1.6% |
| 30D | +7.9% | +18.1% | -10.2% | +0.4% |
| 3M | +16.8% | +13.2% | +3.6% | +10.5% |
| 6M | +31.0% | +36.3% | -5.3% | +13.9% |
| YTD | +15.0% | +39.5% | -24.5% | -2.8% |
| 1Y | +17.0% | +36.9% | -19.9% | -0.3% |
| 3Y | +68.5% | +76.1% | -7.6% | +21.2% |
| 5Y | +85.0% | +123.7% | -38.7% | +9.2% |
| All | +85.0% | +126.2% | -41.3% | +9.2% |
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 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