+6,511.4%
MCD vs MSI
+4,479.6%
+2,031.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.5% |
| 7D | +8.0% | +5.1% | +3.0% | +7.1% |
| 30D | +19.6% | +13.3% | +6.3% | +17.1% |
| 3M | +2.2% | +18.3% | -16.1% | -0.8% |
| 6M | -1.1% | +18.7% | -19.8% | -4.2% |
| YTD | -7.2% | +36.0% | -43.2% | -12.2% |
| 1Y | -6.7% | +32.6% | -39.3% | -11.3% |
| 3Y | +11.6% | +78.3% | -66.7% | +0.5% |
| 5Y | +22.6% | +121.6% | -98.9% | +6.0% |
| 10Y | +218.4% | +689.0% | -470.6% | +125.5% |
| All | +6,511.4% | +4,479.6% | +2,031.8% | +2,338.3% |
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 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