+113.2%
MPC vs MSI
+36.2%
+77.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.4% |
| 7D | +9.4% | +2.6% | +6.8% | +9.6% |
| 30D | -13.4% | +18.1% | -31.6% | -12.6% |
| 3M | +18.9% | +13.2% | +5.7% | +19.8% |
| 6M | +64.9% | +36.3% | +28.6% | +67.2% |
| YTD | +156.8% | +39.5% | +117.3% | +154.3% |
| 1Y | +113.2% | +36.9% | +76.3% | +115.5% |
| All | +113.2% | +36.2% | +77.0% | +115.5% |
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