+839.3%
MSI vs BG
+1,185.2%
-346.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.4% | -2.2% |
| 7D | -5.8% | +2.4% | -8.1% | -6.4% |
| 30D | -1.0% | +15.0% | -16.0% | -4.6% |
| 3M | +14.2% | -0.7% | +14.8% | +13.8% |
| 6M | +1.0% | +7.5% | -6.5% | -1.5% |
| YTD | +21.5% | +41.6% | -20.1% | +10.1% |
| 1Y | -2.1% | +50.7% | -52.8% | -13.3% |
| 3Y | +69.3% | +20.3% | +49.0% | +56.0% |
| 5Y | +99.3% | +85.2% | +14.1% | +59.3% |
| 10Y | +595.0% | +160.6% | +434.4% | +373.0% |
| All | +839.3% | +1,185.2% | -346.0% | +432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling