+5,979.9%
MCD vs MSI
+4,035.2%
+1,944.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | -3.7% | +0.9% | -2.2% |
| 30D | -6.0% | +6.8% | -12.8% | -7.1% |
| 3M | -5.6% | +14.3% | -19.9% | -7.8% |
| 6M | -21.9% | -1.6% | -20.3% | -21.8% |
| YTD | -14.7% | +22.8% | -37.5% | -17.8% |
| 1Y | -17.3% | -1.1% | -16.2% | -17.4% |
| 3Y | -2.2% | +70.5% | -72.6% | -11.2% |
| 5Y | +20.3% | +102.8% | -82.5% | +5.5% |
| 10Y | +180.7% | +597.4% | -416.7% | +102.9% |
| All | +5,979.9% | +4,035.2% | +1,944.7% | +2,181.9% |
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