+104.7%
MPC vs MSI
+37.5%
+67.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.5% |
| 7D | +2.6% | +7.7% | -5.1% | +3.2% |
| 30D | -12.2% | +19.9% | -32.1% | -11.3% |
| 3M | +20.1% | +14.9% | +5.1% | +21.1% |
| 6M | +60.6% | +37.2% | +23.4% | +62.9% |
| YTD | +150.6% | +40.8% | +109.8% | +148.1% |
| 1Y | +104.7% | +38.1% | +66.5% | +105.7% |
| All | +104.7% | +37.5% | +67.2% | +105.7% |
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 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