+7,983.2%
MDT vs MSI
+4,035.2%
+3,948.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +3.2% | -3.7% | +6.9% | +3.9% |
| 30D | +9.5% | +6.8% | +2.7% | +8.1% |
| 3M | +16.0% | +14.3% | +1.7% | +13.1% |
| 6M | +0.2% | -1.6% | +1.8% | +0.2% |
| YTD | -0.3% | +22.8% | -23.1% | -4.3% |
| 1Y | +4.7% | -1.1% | +5.8% | +4.4% |
| 3Y | +26.5% | +70.5% | -43.9% | +13.9% |
| 5Y | -18.2% | +102.8% | -121.0% | -29.0% |
| 10Y | +40.0% | +597.4% | -557.4% | -1.1% |
| All | +7,983.2% | +4,035.2% | +3,948.0% | +3,029.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling