-15.1%
MP vs MSI
+118.7%
-133.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.2% |
| 7D | -10.5% | +4.7% | -15.2% | -12.7% |
| 30D | -23.5% | +14.8% | -38.3% | -29.0% |
| 3M | -25.4% | +8.8% | -34.2% | -29.0% |
| 6M | -51.3% | +19.3% | -70.6% | -56.3% |
| YTD | -29.9% | +35.3% | -65.2% | -42.0% |
| 1Y | -31.8% | +33.8% | -65.6% | -43.2% |
| 3Y | +127.0% | +74.4% | +52.6% | +39.6% |
| All | -15.1% | +118.7% | -133.8% | -59.0% |
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