-2.1%
MSI vs AR
+17.5%
-19.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.1% |
| 7D | -5.8% | -1.8% | -3.9% | -5.8% |
| 30D | -1.0% | +12.6% | -13.6% | -0.5% |
| 3M | +14.2% | +10.0% | +4.1% | +14.6% |
| 6M | +1.0% | +0.6% | +0.4% | +0.9% |
| YTD | +21.5% | +13.4% | +8.1% | +21.8% |
| 1Y | -2.1% | +21.7% | -23.8% | +0.2% |
| All | -2.1% | +17.5% | -19.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling