+851.2%
MSI vs AR
-27.2%
+878.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | +6.8% | +14.8% | -8.0% | +5.8% |
| 3M | +14.3% | +6.2% | +8.1% | +13.7% |
| 6M | -1.6% | +4.3% | -5.9% | -2.1% |
| YTD | +22.8% | +14.4% | +8.4% | +21.2% |
| 1Y | -1.1% | +21.3% | -22.4% | -2.9% |
| 3Y | +70.5% | +39.8% | +30.7% | +64.0% |
| 5Y | +102.8% | +142.1% | -39.3% | +85.6% |
| 10Y | +597.4% | +52.0% | +545.4% | +487.1% |
| All | +851.2% | -27.2% | +878.4% | +733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling