+101.7%
MPC vs MSI
+36.5%
+65.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -8.8% | +7.4% | -16.3% | -8.3% |
| 30D | -14.4% | +18.7% | -33.1% | -13.5% |
| 3M | +21.9% | +14.5% | +7.5% | +23.0% |
| 6M | +60.1% | +38.1% | +22.0% | +62.4% |
| YTD | +142.3% | +38.7% | +103.6% | +140.7% |
| 1Y | +101.7% | +35.4% | +66.3% | +103.5% |
| All | +101.7% | +36.5% | +65.2% | +103.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling