+410.6%
MSI vs A
+566.3%
-155.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.4% |
| 7D | +8.3% | +4.8% | +3.6% | +6.3% |
| 30D | +18.9% | +5.6% | +13.2% | +16.1% |
| 3M | +13.2% | +23.6% | -10.4% | +3.6% |
| 6M | +38.3% | +56.4% | -18.1% | +14.1% |
| YTD | +38.9% | +33.4% | +5.5% | +21.1% |
| 1Y | +36.7% | +23.7% | +13.0% | +22.5% |
| 3Y | +76.6% | +71.0% | +5.6% | +33.8% |
| 5Y | +124.5% | +16.8% | +107.6% | +94.6% |
| 10Y | +674.5% | +323.8% | +350.7% | +290.5% |
| All | +410.6% | +566.3% | -155.7% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling