+157.1%
MMM vs MSI
+77.7%
+79.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +6.2% | +4.7% | +1.5% | +4.5% |
| 30D | +14.2% | +14.8% | -0.6% | +9.0% |
| 3M | +2.9% | +8.8% | -5.9% | -0.1% |
| 6M | +27.6% | +19.3% | +8.3% | +19.2% |
| YTD | +17.3% | +35.3% | -18.1% | +4.2% |
| 1Y | +15.1% | +33.8% | -18.7% | +2.7% |
| 3Y | +157.1% | +74.4% | +82.7% | +139.7% |
| All | +157.1% | +77.7% | +79.4% | +139.7% |
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