+911.1%
MSI vs ALM
+7,705.7%
-6,794.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -3.7% | -2.6% | -1.1% | -3.7% |
| 30D | +6.8% | +32.0% | -25.2% | +6.7% |
| 3M | +14.3% | -15.0% | +29.3% | +14.3% |
| 6M | -1.6% | -10.1% | +8.6% | -1.6% |
| YTD | +22.8% | +99.4% | -76.6% | +22.4% |
| 1Y | -1.1% | +316.4% | -317.5% | -1.7% |
| 3Y | +70.5% | +2,022.0% | -1,951.5% | +68.1% |
| 5Y | +102.8% | +941.2% | -838.4% | +100.3% |
| 10Y | +597.4% | +2,950.3% | -2,352.9% | +584.6% |
| All | +911.1% | +7,705.7% | -6,794.6% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling