+1,049.8%
MDB vs MSI
+495.1%
+554.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.5% |
| 7D | -17.4% | -3.7% | -13.7% | -15.3% |
| 30D | -2.0% | +6.8% | -8.9% | -6.4% |
| 3M | -3.0% | +14.3% | -17.3% | -11.4% |
| 6M | +48.7% | -1.6% | +50.3% | +48.0% |
| YTD | -12.1% | +22.8% | -34.9% | -24.9% |
| 1Y | +14.5% | -1.1% | +15.6% | +12.5% |
| 3Y | -6.1% | +70.5% | -76.6% | -38.5% |
| 5Y | -27.3% | +102.8% | -130.1% | -57.7% |
| All | +1,049.8% | +495.1% | +554.7% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling