-45.2%
MDB vs MSI
+118.7%
-164.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.1% |
| 7D | -11.4% | +4.7% | -16.0% | -14.6% |
| 30D | -13.8% | +14.8% | -28.6% | -22.7% |
| 3M | -15.5% | +8.8% | -24.3% | -20.9% |
| 6M | +17.9% | +19.3% | -1.4% | +1.0% |
| YTD | -25.5% | +35.3% | -60.8% | -43.5% |
| 1Y | -12.1% | +33.8% | -45.8% | -32.7% |
| 3Y | -5.9% | +74.4% | -80.3% | -50.6% |
| All | -45.2% | +118.7% | -164.0% | -79.8% |
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 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