-8.1%
MCD vs MSI
+37.5%
-45.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.0% |
| 7D | -1.9% | +7.7% | -9.6% | -4.0% |
| 30D | +16.6% | +19.9% | -3.3% | +10.7% |
| 3M | +0.9% | +14.9% | -14.0% | -3.1% |
| 6M | +1.5% | +37.2% | -35.8% | -7.5% |
| YTD | -8.3% | +40.8% | -49.1% | -15.6% |
| 1Y | -8.1% | +38.1% | -46.3% | -16.1% |
| All | -8.1% | +37.5% | -45.6% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling