+27.5%
MDT vs MSI
+69.3%
-41.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +0.4% | -5.8% | +6.1% | +1.6% |
| 30D | +6.0% | -1.0% | +7.0% | +6.2% |
| 3M | +15.5% | +14.2% | +1.4% | +12.4% |
| 6M | +3.4% | +1.0% | +2.3% | +2.8% |
| YTD | -2.2% | +21.5% | -23.6% | -6.4% |
| 1Y | +2.6% | -2.1% | +4.7% | +3.3% |
| 3Y | +27.5% | +69.3% | -41.8% | +15.0% |
| All | +27.5% | +69.3% | -41.8% | +15.0% |
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