+2,812.9%
MMM vs MSI
+4,035.2%
-1,222.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -3.3% | -3.7% | +0.4% | -2.6% |
| 30D | -7.0% | +6.8% | -13.8% | -8.3% |
| 3M | +10.8% | +14.3% | -3.5% | +7.8% |
| 6M | +5.8% | -1.6% | +7.3% | +5.7% |
| YTD | +6.8% | +22.8% | -16.0% | +2.2% |
| 1Y | +10.4% | -1.1% | +11.5% | +10.1% |
| 3Y | +104.7% | +70.5% | +34.2% | +83.4% |
| 5Y | +23.6% | +102.8% | -79.2% | +6.6% |
| 10Y | +54.1% | +597.4% | -543.3% | +6.0% |
| All | +2,812.9% | +4,035.2% | -1,222.3% | +1,041.8% |
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 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