-1.5%
MCD vs MSI
+69.3%
-70.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -2.0% | -5.8% | +3.7% | -0.5% |
| 30D | -6.1% | -1.0% | -5.2% | -5.9% |
| 3M | -7.3% | +14.2% | -21.4% | -10.6% |
| 6M | -20.9% | +1.0% | -22.0% | -21.5% |
| YTD | -14.7% | +21.5% | -36.1% | -19.2% |
| 1Y | -16.1% | -2.1% | -14.0% | -16.2% |
| 3Y | -1.5% | +69.3% | -70.8% | -17.0% |
| All | -1.5% | +69.3% | -70.8% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling