+14.5%
MDB vs MSI
-0.7%
+15.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -17.4% | -3.7% | -13.7% | -17.0% |
| 30D | -2.0% | +6.8% | -8.9% | -2.5% |
| 3M | -3.0% | +14.3% | -17.3% | -4.2% |
| 6M | +48.7% | -1.6% | +50.3% | +46.2% |
| YTD | -12.1% | +22.8% | -34.9% | -12.9% |
| 1Y | +14.5% | -1.1% | +15.6% | +10.8% |
| All | +14.5% | -0.7% | +15.2% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling