+21.6%
MCD vs MSI
+103.4%
-81.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.8% | -3.7% | +0.9% | -1.7% |
| 30D | -6.0% | +6.8% | -12.8% | -8.0% |
| 3M | -5.6% | +14.3% | -19.9% | -9.5% |
| 6M | -21.9% | -1.6% | -20.3% | -21.9% |
| YTD | -14.7% | +22.8% | -37.5% | -20.4% |
| 1Y | -17.3% | -1.1% | -16.2% | -17.6% |
| 3Y | -2.2% | +70.5% | -72.6% | -20.0% |
| All | +21.6% | +103.4% | -81.8% | -6.7% |
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