-5.9%
MDB vs MSI
+77.7%
-83.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -11.4% | +4.7% | -16.0% | -12.8% |
| 30D | -13.8% | +14.8% | -28.6% | -18.0% |
| 3M | -15.5% | +8.8% | -24.3% | -17.8% |
| 6M | +17.9% | +19.3% | -1.4% | +10.3% |
| YTD | -25.5% | +35.3% | -60.8% | -34.2% |
| 1Y | -12.1% | +33.8% | -45.8% | -21.9% |
| 3Y | -5.9% | +74.4% | -80.3% | -28.8% |
| All | -5.9% | +77.7% | -83.6% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling