+124.2%
MSI vs AIG
+59.1%
+65.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +3.2% | +6.6% | -3.3% | +1.3% |
| 30D | +17.6% | +7.0% | +10.6% | +15.1% |
| 3M | +14.5% | +9.7% | +4.8% | +11.2% |
| 6M | +34.3% | +10.8% | +23.5% | +29.8% |
| YTD | +39.7% | -1.3% | +41.0% | +39.5% |
| 1Y | +40.2% | +8.4% | +31.8% | +35.7% |
| 3Y | +77.1% | +39.0% | +38.1% | +55.2% |
| All | +124.2% | +59.1% | +65.1% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling