+15,692.2%
MA vs MSI
+736.1%
+14,956.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -4.2% |
| 7D | +3.2% | +5.1% | -1.9% | +0.9% |
| 30D | +15.9% | +13.3% | +2.6% | +9.8% |
| 3M | +15.2% | +18.3% | -3.2% | +6.7% |
| 6M | +32.4% | +18.7% | +13.7% | +21.9% |
| YTD | +15.6% | +36.0% | -20.4% | -0.4% |
| 1Y | +19.3% | +32.6% | -13.3% | +3.9% |
| 3Y | +73.0% | +78.3% | -5.3% | +30.6% |
| 5Y | +93.7% | +121.6% | -27.8% | +31.7% |
| 10Y | +575.0% | +689.0% | -114.0% | +173.2% |
| All | +15,692.2% | +736.1% | +14,956.1% | +4,794.1% |
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 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