+118.9%
MSI vs AR
+71.8%
+47.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +4.7% | -14.3% | +18.9% | +6.2% |
| 30D | +14.8% | +1.4% | +13.3% | +14.5% |
| 3M | +8.8% | +3.4% | +5.4% | +8.3% |
| 6M | +19.3% | -2.1% | +21.4% | +19.2% |
| YTD | +35.3% | +4.7% | +30.6% | +33.7% |
| 1Y | +33.8% | +10.6% | +23.2% | +31.3% |
| 3Y | +74.4% | +24.6% | +49.8% | +66.4% |
| All | +118.9% | +71.8% | +47.1% | +91.1% |
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