+153.1%
MO vs MSI
+127.9%
+25.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | -0.8% | +7.7% | -8.5% | -2.2% |
| 30D | +8.0% | +19.9% | -11.9% | +4.3% |
| 3M | +20.9% | +14.9% | +6.0% | +17.7% |
| 6M | +16.3% | +37.2% | -20.9% | +9.3% |
| YTD | +40.7% | +40.8% | -0.1% | +31.4% |
| 1Y | +41.5% | +38.1% | +3.3% | +32.5% |
| 3Y | +141.5% | +77.7% | +63.8% | +113.7% |
| 5Y | +153.1% | +129.0% | +24.1% | +110.9% |
| All | +153.1% | +127.9% | +25.2% | +110.9% |
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