+23.9%
MSI vs ADVB
-97.5%
+121.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.5% |
| 7D | +4.7% | -13.9% | +18.6% | +4.7% |
| 30D | +14.8% | -68.1% | +82.9% | +14.8% |
| 3M | +8.8% | -73.4% | +82.2% | +8.9% |
| 6M | +19.3% | -70.8% | +90.1% | +19.3% |
| YTD | +35.3% | -66.1% | +101.4% | +34.6% |
| 1Y | +33.8% | -77.5% | +111.3% | +34.4% |
| All | +23.9% | -97.5% | +121.4% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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