+67.6%
MSI vs AIG
+33.4%
+34.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -4.0% | -1.4% | -2.5% | -3.7% |
| 30D | -0.5% | -3.3% | +2.9% | +0.3% |
| 3M | +11.4% | +2.2% | +9.2% | +10.8% |
| 6M | +1.0% | -2.1% | +3.1% | +1.3% |
| YTD | +20.7% | -11.2% | +31.8% | +23.8% |
| 1Y | -2.7% | -2.1% | -0.6% | -2.7% |
| All | +67.6% | +33.4% | +34.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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