+74.4%
MSI vs ALM
+825.4%
-750.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | +4.7% | -6.7% | +11.3% | +4.8% |
| 30D | +14.8% | -32.9% | +47.7% | +15.6% |
| 3M | +8.8% | -39.5% | +48.3% | +9.6% |
| 6M | +19.3% | -62.0% | +81.3% | +21.2% |
| YTD | +35.3% | -7.8% | +43.2% | +34.3% |
| 1Y | +33.8% | +26.7% | +7.1% | +31.4% |
| 3Y | +74.4% | +825.4% | -750.9% | +74.0% |
| All | +74.4% | +825.4% | -750.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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