+38.0%
MDT vs MSI
+601.8%
-563.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | +1.0% | -0.6% | +1.7% | +1.2% |
| 3M | +15.2% | +13.0% | +2.2% | +9.7% |
| 6M | +3.7% | +0.5% | +3.2% | +2.8% |
| YTD | -3.0% | +21.7% | -24.7% | -11.0% |
| 1Y | +2.5% | -2.6% | +5.1% | +2.4% |
| 3Y | +26.5% | +69.7% | -43.2% | -1.2% |
| 5Y | -18.3% | +102.8% | -121.1% | -42.1% |
| All | +38.0% | +601.8% | -563.8% | -33.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling