-9.0%
MDB vs MSI
+37.5%
-46.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.4% | +1.6% |
| 7D | +3.0% | +7.7% | -4.7% | +1.5% |
| 30D | -11.3% | +19.9% | -31.2% | -14.8% |
| 3M | -23.0% | +14.9% | -37.9% | -24.9% |
| 6M | +14.8% | +37.2% | -22.5% | +8.4% |
| YTD | -19.4% | +40.8% | -60.2% | -27.8% |
| 1Y | -9.0% | +38.1% | -47.1% | -4.1% |
| All | -9.0% | +37.5% | -46.5% | -4.1% |
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