+13,824.2%
MA vs MSI
+655.0%
+13,169.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +20.4% | +14.3% | +6.1% | +13.4% |
| 6M | +11.1% | -1.6% | +12.7% | +10.8% |
| YTD | +2.0% | +22.8% | -20.8% | -8.1% |
| 1Y | -2.2% | -1.1% | -1.0% | -3.3% |
| 3Y | +41.9% | +70.5% | -28.6% | +9.1% |
| 5Y | +75.4% | +102.8% | -27.4% | +23.8% |
| 10Y | +527.5% | +597.4% | -69.9% | +167.5% |
| All | +13,824.2% | +655.0% | +13,169.2% | +4,413.9% |
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