+3,874.2%
MSI vs AIG
-21.5%
+3,895.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | +6.8% | -4.9% | +11.7% | +7.9% |
| 3M | +14.3% | +4.5% | +9.8% | +13.2% |
| 6M | -1.6% | -1.4% | -0.1% | -1.4% |
| YTD | +22.8% | -9.8% | +32.6% | +25.1% |
| 1Y | -1.1% | -4.5% | +3.4% | -0.7% |
| 3Y | +70.5% | +37.4% | +33.0% | +57.6% |
| 5Y | +102.8% | +55.0% | +47.8% | +81.1% |
| 10Y | +597.4% | +63.7% | +533.8% | +487.2% |
| All | +3,874.2% | -21.5% | +3,895.7% | +1,780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling