+114.0%
MS vs MSI
+117.4%
-3.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.0% | -10.0% | -7.3% |
| 7D | -3.4% | +5.1% | -8.5% | -5.1% |
| 30D | -3.9% | +13.3% | -17.2% | -8.0% |
| 3M | -15.9% | +18.3% | -34.2% | -21.0% |
| 6M | -2.5% | +18.7% | -21.2% | -9.0% |
| YTD | +5.1% | +36.0% | -30.9% | -8.2% |
| 1Y | +13.0% | +32.6% | -19.6% | -0.3% |
| 3Y | +160.7% | +78.3% | +82.4% | +94.4% |
| 5Y | +114.0% | +121.6% | -7.6% | +34.2% |
| All | +114.0% | +117.4% | -3.4% | +34.2% |
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