+62.9%
MSI vs AS
+134.9%
-71.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +4.7% | +6.9% | -2.3% | +4.3% |
| 30D | +14.8% | +16.0% | -1.2% | +13.7% |
| 3M | +8.8% | -12.8% | +21.7% | +9.5% |
| 6M | +19.3% | -15.4% | +34.7% | +20.2% |
| YTD | +35.3% | -15.7% | +51.1% | +35.9% |
| 1Y | +33.8% | +6.1% | +27.7% | +32.5% |
| All | +62.9% | +134.9% | -71.9% | +52.0% |
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