-20.1%
MDT vs MSI
+100.4%
-120.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.4% | -5.8% | +6.1% | +2.0% |
| 30D | +6.0% | -1.0% | +7.0% | +6.3% |
| 3M | +15.5% | +14.2% | +1.4% | +11.2% |
| 6M | +3.4% | +1.0% | +2.3% | +2.7% |
| YTD | -2.2% | +21.5% | -23.6% | -8.1% |
| 1Y | +2.6% | -2.1% | +4.7% | +2.8% |
| 3Y | +27.5% | +69.3% | -41.8% | +5.0% |
| 5Y | -20.1% | +99.3% | -119.4% | -38.8% |
| All | -20.1% | +100.4% | -120.5% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling