-17.0%
MDLN vs MSI
+25.7%
-42.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | -6.2% | -4.0% | -2.2% | -5.2% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | -5.4% | +11.4% | -16.8% | -8.6% |
| 6M | -21.6% | +1.0% | -22.5% | -23.2% |
| YTD | -18.9% | +20.7% | -39.6% | -23.4% |
| All | -17.0% | +25.7% | -42.6% | -21.9% |
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