+351.5%
MSI vs A
+457.0%
-105.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -3.7% | -1.9% | -1.8% | -3.0% |
| 30D | +6.8% | +6.9% | -0.1% | +3.9% |
| 3M | +14.3% | +9.2% | +5.1% | +9.9% |
| 6M | -1.6% | +25.7% | -27.3% | -11.3% |
| YTD | +22.8% | +11.5% | +11.3% | +15.4% |
| 1Y | -1.1% | +18.4% | -19.5% | -9.8% |
| 3Y | +70.5% | +26.6% | +43.9% | +45.9% |
| 5Y | +102.8% | -12.8% | +115.6% | +98.2% |
| 10Y | +597.4% | +247.2% | +350.2% | +281.4% |
| All | +351.5% | +457.0% | -105.6% | +57.2% |
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