+237.4%
MP vs MSI
+302.3%
-64.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.0% | -10.1% | -8.2% |
| 7D | -19.0% | +5.1% | -24.0% | -21.3% |
| 30D | -30.5% | +13.3% | -43.8% | -35.3% |
| 3M | -29.6% | +18.3% | -47.9% | -36.4% |
| 6M | -50.4% | +18.7% | -69.1% | -55.8% |
| YTD | -33.2% | +36.0% | -69.2% | -45.6% |
| 1Y | -38.6% | +32.6% | -71.2% | -49.1% |
| 3Y | +105.5% | +78.3% | +27.2% | +25.4% |
| 5Y | -7.8% | +121.6% | -129.4% | -54.6% |
| All | +237.4% | +302.3% | -64.9% | +13.7% |
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