-7.8%
MP vs MSI
+117.4%
-125.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.0% | -10.1% | -8.1% |
| 7D | -19.0% | +5.1% | -24.0% | -21.1% |
| 30D | -30.5% | +13.3% | -43.8% | -35.0% |
| 3M | -29.6% | +18.3% | -47.9% | -36.0% |
| 6M | -50.4% | +18.7% | -69.1% | -55.5% |
| YTD | -33.2% | +36.0% | -69.2% | -45.0% |
| 1Y | -38.6% | +32.6% | -71.2% | -48.6% |
| 3Y | +105.5% | +78.3% | +27.2% | +23.5% |
| 5Y | -7.8% | +121.6% | -129.4% | -56.1% |
| All | -7.8% | +117.4% | -125.2% | -56.1% |
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 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