+67.6%
MSI vs AU
+604.2%
-536.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -4.0% | +0.6% | -4.6% | -4.0% |
| 30D | -0.5% | +12.3% | -12.8% | -0.9% |
| 3M | +11.4% | +29.4% | -18.0% | +10.3% |
| 6M | +1.0% | +3.2% | -2.2% | +0.7% |
| YTD | +20.7% | +31.8% | -11.2% | +18.2% |
| 1Y | -2.7% | +83.4% | -86.1% | -7.0% |
| All | +67.6% | +604.2% | -536.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling