+68.2%
MSI vs AS
+123.4%
-55.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +3.2% | -4.9% | +8.1% | +3.5% |
| 30D | +17.6% | +3.9% | +13.7% | +17.3% |
| 3M | +14.5% | -9.6% | +24.1% | +15.1% |
| 6M | +34.3% | -8.7% | +42.9% | +34.7% |
| YTD | +39.7% | -19.8% | +59.6% | +40.7% |
| 1Y | +40.2% | -1.5% | +41.7% | +39.4% |
| All | +68.2% | +123.4% | -55.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling