+6,475.2%
MCD vs MSI
+4,457.4%
+2,017.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +7.1% | +4.7% | +2.5% | +6.3% |
| 30D | +19.8% | +14.8% | +5.0% | +17.0% |
| 3M | +0.8% | +8.8% | -8.0% | -0.7% |
| 6M | -1.3% | +19.3% | -20.6% | -4.4% |
| YTD | -7.8% | +35.3% | -43.1% | -12.6% |
| 1Y | -5.0% | +33.8% | -38.7% | -9.8% |
| 3Y | +10.5% | +74.4% | -63.9% | -0.1% |
| 5Y | +22.0% | +120.5% | -98.5% | +5.5% |
| 10Y | +216.7% | +685.2% | -468.5% | +124.5% |
| All | +6,475.2% | +4,457.4% | +2,017.8% | +2,327.0% |
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 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