+29.4%
MMM vs MSI
+103.4%
-74.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.3% | -3.7% | +0.4% | -2.0% |
| 30D | -7.0% | +6.8% | -13.8% | -9.4% |
| 3M | +10.8% | +14.3% | -3.5% | +5.2% |
| 6M | +5.8% | -1.6% | +7.3% | +5.9% |
| YTD | +6.8% | +22.8% | -16.0% | -2.0% |
| 1Y | +10.4% | -1.1% | +11.5% | +9.9% |
| 3Y | +104.7% | +70.5% | +34.2% | +65.2% |
| All | +29.4% | +103.4% | -74.0% | -3.8% |
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