+76.6%
MSI vs A
+67.3%
+9.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | +8.3% | +4.8% | +3.6% | +7.8% |
| 30D | +18.9% | +5.6% | +13.2% | +18.1% |
| 3M | +13.2% | +23.6% | -10.4% | +10.2% |
| 6M | +38.3% | +56.4% | -18.1% | +30.2% |
| YTD | +38.9% | +33.4% | +5.5% | +33.3% |
| 1Y | +36.7% | +23.7% | +13.0% | +32.7% |
| 3Y | +76.6% | +71.0% | +5.6% | +64.1% |
| All | +76.6% | +67.3% | +9.2% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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