+73.1%
MA vs MSI
+103.4%
-30.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.7% | -3.7% | +1.0% | -1.2% |
| 30D | +1.5% | +6.8% | -5.3% | -1.5% |
| 3M | +20.4% | +14.3% | +6.1% | +13.4% |
| 6M | +11.1% | -1.6% | +12.7% | +11.2% |
| YTD | +2.0% | +22.8% | -20.8% | -8.7% |
| 1Y | -2.2% | -1.1% | -1.0% | -2.6% |
| 3Y | +41.9% | +70.5% | -28.6% | +3.2% |
| All | +73.1% | +103.4% | -30.3% | +10.6% |
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