+3,099.6%
MMM vs MSI
+4,457.4%
-1,357.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +6.2% | +4.7% | +1.5% | +5.2% |
| 30D | +14.2% | +14.8% | -0.6% | +11.2% |
| 3M | +2.9% | +8.8% | -5.9% | +1.2% |
| 6M | +27.6% | +19.3% | +8.3% | +22.8% |
| YTD | +17.3% | +35.3% | -18.1% | +10.1% |
| 1Y | +15.1% | +33.8% | -18.7% | +8.3% |
| 3Y | +157.1% | +74.4% | +82.7% | +129.3% |
| 5Y | +45.1% | +120.5% | -75.4% | +23.1% |
| 10Y | +83.9% | +685.2% | -601.3% | +23.6% |
| All | +3,099.6% | +4,457.4% | -1,357.8% | +1,130.2% |
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