+44.8%
MMM vs MSI
+124.0%
-79.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -0.8% | +2.6% | -3.4% | -1.7% |
| 30D | +14.4% | +18.1% | -3.7% | +7.7% |
| 3M | +1.8% | +13.2% | -11.4% | -2.8% |
| 6M | +31.3% | +36.3% | -5.0% | +16.6% |
| YTD | +18.0% | +39.5% | -21.5% | +3.2% |
| 1Y | +10.9% | +36.9% | -26.0% | -2.3% |
| 3Y | +160.6% | +76.1% | +84.5% | +107.7% |
| All | +44.8% | +124.0% | -79.2% | +2.3% |
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