+17,245.8%
MO vs MSI
+4,605.3%
+12,640.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +3.3% | +3.2% | +0.1% | +2.9% |
| 30D | +7.5% | +17.6% | -10.1% | +5.4% |
| 3M | +22.8% | +14.5% | +8.2% | +20.7% |
| 6M | +13.4% | +34.3% | -20.9% | +9.1% |
| YTD | +43.0% | +39.7% | +3.3% | +36.8% |
| 1Y | +45.2% | +40.2% | +5.1% | +38.9% |
| 3Y | +145.5% | +77.1% | +68.4% | +127.3% |
| 5Y | +157.1% | +124.0% | +33.0% | +129.8% |
| 10Y | +153.3% | +665.5% | -512.2% | +96.1% |
| All | +17,245.8% | +4,605.3% | +12,640.5% | +6,975.1% |
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