+123.7%
MSI vs AR
+101.6%
+22.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +2.6% | +6.4% | -3.8% | +2.0% |
| 30D | +18.1% | +3.1% | +15.0% | +17.7% |
| 3M | +13.2% | +3.3% | +9.9% | +12.7% |
| 6M | +36.3% | +6.6% | +29.7% | +35.0% |
| YTD | +39.5% | +12.3% | +27.2% | +36.9% |
| 1Y | +36.9% | +12.3% | +24.6% | +34.2% |
| 3Y | +76.1% | +50.4% | +25.7% | +64.5% |
| 5Y | +123.7% | +101.0% | +22.7% | +88.6% |
| All | +123.7% | +101.6% | +22.1% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling