+180.6%
MPC vs MSI
+70.3%
+110.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +5.4% | -3.7% | +9.1% | +5.8% |
| 30D | +31.0% | +6.8% | +24.1% | +30.1% |
| 3M | +46.0% | +14.3% | +31.7% | +44.0% |
| 6M | +77.3% | -1.6% | +78.9% | +77.8% |
| YTD | +141.9% | +22.8% | +119.1% | +134.4% |
| 1Y | +120.9% | -1.1% | +122.0% | +122.3% |
| All | +180.6% | +70.3% | +110.3% | +161.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling