+58.1%
MP vs MSI
+103.4%
-45.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.8% |
| 7D | -2.9% | -3.7% | +0.8% | -1.0% |
| 30D | +13.8% | +6.8% | +7.0% | +9.4% |
| 3M | -16.7% | +14.3% | -31.0% | -23.2% |
| 6M | -11.5% | -1.6% | -9.9% | -11.3% |
| YTD | +7.9% | +22.8% | -14.9% | -5.7% |
| 1Y | -15.0% | -1.1% | -13.9% | -15.3% |
| 3Y | +153.5% | +70.5% | +83.0% | +54.4% |
| All | +58.1% | +103.4% | -45.2% | -19.5% |
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