+74.4%
MSI vs ALC
+2.3%
+72.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +4.7% | +4.9% | -0.2% | +3.8% |
| 30D | +14.8% | +19.0% | -4.2% | +11.3% |
| 3M | +8.8% | +7.8% | +1.0% | +7.3% |
| 6M | +19.3% | +14.6% | +4.7% | +16.3% |
| YTD | +35.3% | -4.4% | +39.8% | +35.1% |
| 1Y | +33.8% | +1.4% | +32.4% | +32.1% |
| 3Y | +74.4% | +2.5% | +71.9% | +72.9% |
| All | +74.4% | +2.3% | +72.2% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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