+102.8%
MSI vs ALC
-16.0%
+118.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.2% |
| 7D | -3.7% | -2.1% | -1.6% | -3.1% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | +14.3% | +5.9% | +8.4% | +12.1% |
| 6M | -1.6% | -15.9% | +14.4% | +3.0% |
| YTD | +22.8% | -10.1% | +32.9% | +25.5% |
| 1Y | -1.1% | -10.2% | +9.1% | +0.9% |
| 3Y | +70.5% | -13.6% | +84.0% | +71.3% |
| All | +102.8% | -16.0% | +118.8% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling