+534.5%
MPC vs MSI
+118.7%
+415.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -16.2% | +4.7% | -20.9% | -17.1% |
| 30D | -15.7% | +14.8% | -30.5% | -18.3% |
| 3M | +24.9% | +8.8% | +16.1% | +22.4% |
| 6M | +52.7% | +19.3% | +33.3% | +45.8% |
| YTD | +131.9% | +35.3% | +96.5% | +112.7% |
| 1Y | +96.6% | +33.8% | +62.9% | +81.0% |
| 3Y | +163.8% | +74.4% | +89.3% | +115.9% |
| All | +534.5% | +118.7% | +415.8% | +363.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling