+3,101.0%
MPC vs MSI
+1,221.6%
+1,879.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +5.4% | -3.7% | +9.1% | +7.5% |
| 30D | +31.0% | +6.8% | +24.1% | +26.0% |
| 3M | +46.0% | +14.3% | +31.7% | +35.0% |
| 6M | +77.3% | -1.6% | +78.9% | +76.1% |
| YTD | +141.9% | +22.8% | +119.1% | +111.4% |
| 1Y | +120.9% | -1.1% | +122.0% | +116.6% |
| 3Y | +182.7% | +70.5% | +112.2% | +94.8% |
| 5Y | +646.4% | +102.8% | +543.6% | +346.6% |
| 10Y | +1,138.7% | +597.4% | +541.3% | +248.7% |
| All | +3,101.0% | +1,221.6% | +1,879.4% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling