+23.4%
MCD vs MSI
+127.9%
-104.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -1.9% | +7.7% | -9.6% | -4.2% |
| 30D | +16.6% | +19.9% | -3.3% | +10.2% |
| 3M | +0.9% | +14.9% | -14.0% | -3.4% |
| 6M | +1.5% | +37.2% | -35.8% | -8.3% |
| YTD | -8.3% | +40.8% | -49.1% | -18.1% |
| 1Y | -8.1% | +38.1% | -46.3% | -17.5% |
| 3Y | +10.3% | +77.7% | -67.4% | -10.8% |
| 5Y | +23.4% | +129.0% | -105.6% | -10.3% |
| All | +23.4% | +127.9% | -104.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling