-25.0%
MDB vs MSI
+99.1%
-124.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -2.6% |
| 7D | -18.0% | -5.8% | -12.3% | -14.1% |
| 30D | -10.7% | -1.0% | -9.8% | -9.9% |
| 3M | +1.0% | +14.2% | -13.2% | -9.5% |
| 6M | +31.6% | +1.0% | +30.6% | +28.6% |
| YTD | -15.2% | +21.5% | -36.6% | -30.0% |
| 1Y | +10.1% | -2.1% | +12.2% | +9.2% |
| 3Y | -5.6% | +69.3% | -75.0% | -50.7% |
| All | -25.0% | +99.1% | -124.1% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling