+104.6%
MSI vs AUR
-35.1%
+139.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | -0.8% | -6.4% | +5.6% | -0.6% |
| 3M | +13.9% | +7.7% | +6.2% | +13.3% |
| 6M | +1.3% | +44.5% | -43.1% | -0.9% |
| YTD | +22.3% | +67.4% | -45.1% | +18.5% |
| 1Y | -3.9% | +15.4% | -19.3% | -5.4% |
| 3Y | +69.9% | +94.8% | -25.0% | +54.7% |
| All | +104.6% | -35.1% | +139.6% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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