+19.9%
MDT vs MSI
+28.6%
-8.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.2% | +4.9% | +5.9% |
| 7D | +10.7% | +2.8% | +7.9% | +10.2% |
| 30D | +19.3% | +9.1% | +10.2% | +17.5% |
| 3M | +22.8% | +12.5% | +10.2% | +20.4% |
| 6M | +36.4% | +14.2% | +22.2% | +33.1% |
| YTD | +12.1% | +30.7% | -18.7% | +14.4% |
| 1Y | +19.9% | +27.5% | -7.6% | +20.8% |
| All | +19.9% | +28.6% | -8.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling