+15,614.6%
MA vs MSI
+732.1%
+14,882.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.3% | +4.7% | -2.4% | +0.2% |
| 30D | +14.7% | +14.8% | -0.1% | +8.0% |
| 3M | +13.5% | +8.8% | +4.7% | +9.2% |
| 6M | +33.1% | +19.3% | +13.8% | +22.3% |
| YTD | +15.1% | +35.3% | -20.3% | -0.6% |
| 1Y | +18.7% | +33.8% | -15.0% | +3.0% |
| 3Y | +72.1% | +74.4% | -2.4% | +31.2% |
| 5Y | +92.8% | +120.5% | -27.7% | +31.3% |
| 10Y | +571.6% | +685.2% | -113.5% | +172.5% |
| All | +15,614.6% | +732.1% | +14,882.6% | +4,780.2% |
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