-1.1%
MSI vs AS
-21.9%
+20.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.1% |
| 7D | -3.7% | -4.9% | +1.2% | -3.4% |
| 30D | +6.8% | -19.6% | +26.4% | +8.0% |
| 3M | +14.3% | -14.4% | +28.7% | +15.0% |
| 6M | -1.6% | -20.1% | +18.6% | -1.2% |
| YTD | +22.8% | -20.9% | +43.7% | +22.6% |
| 1Y | -1.1% | -21.9% | +20.8% | +0.2% |
| All | -1.1% | -21.9% | +20.8% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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