-1.1%
MSI vs AU
+100.5%
-101.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | -3.7% | -3.6% | -0.1% | -3.7% |
| 30D | +6.8% | +23.9% | -17.1% | +7.2% |
| 3M | +14.3% | +19.1% | -4.8% | +14.8% |
| 6M | -1.6% | -0.2% | -1.4% | -1.2% |
| YTD | +22.8% | +32.5% | -9.7% | +21.9% |
| 1Y | -1.1% | +96.9% | -98.0% | -9.1% |
| All | -1.1% | +100.5% | -101.6% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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