-3.9%
MSI vs AHR
+26.4%
-30.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -0.4% | -2.1% | +1.7% | -0.5% |
| 30D | -0.8% | +1.9% | -2.6% | -0.6% |
| 3M | +13.9% | +15.7% | -1.7% | +15.2% |
| 6M | +1.3% | +2.5% | -1.2% | +1.6% |
| YTD | +22.3% | +15.0% | +7.3% | +23.7% |
| 1Y | -3.9% | +28.1% | -32.0% | -1.2% |
| All | -3.9% | +26.4% | -30.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 1y: compounded portfolio wealth divided by compounded AHR 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…
1y analysis · Full analysis span regression · 6 months rolling