+91.9%
MO vs MSI
+68.0%
+23.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.4% | -4.0% | +1.6% | -1.6% |
| 30D | +3.6% | -0.5% | +4.0% | +3.7% |
| 3M | -3.7% | +11.4% | -15.1% | -5.8% |
| 6M | +4.5% | +1.0% | +3.5% | +4.0% |
| YTD | +21.5% | +20.7% | +0.9% | +16.6% |
| 1Y | +9.5% | -2.7% | +12.2% | +9.4% |
| All | +91.9% | +68.0% | +23.9% | +61.3% |
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 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