-4.8%
MDB vs MSI
+37.5%
-42.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.8% | +3.2% | +3.6% | +6.2% |
| 30D | -6.2% | +17.6% | -23.8% | -9.2% |
| 3M | -29.2% | +14.5% | -43.8% | -30.8% |
| 6M | +10.3% | +34.3% | -24.0% | +4.9% |
| YTD | -20.4% | +39.7% | -60.1% | -26.8% |
| 1Y | -4.8% | +40.2% | -45.0% | -1.7% |
| All | -4.8% | +37.5% | -42.4% | -1.7% |
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