+849.5%
MSI vs BG
+1,131.5%
-281.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -3.7% | +2.8% | -6.5% | -4.4% |
| 30D | +6.8% | +12.0% | -5.2% | +3.6% |
| 3M | +14.3% | -7.7% | +22.0% | +16.2% |
| 6M | -1.6% | +4.5% | -6.1% | -3.4% |
| YTD | +22.8% | +35.7% | -12.9% | +12.5% |
| 1Y | -1.1% | +50.1% | -51.2% | -12.3% |
| 3Y | +70.5% | +12.6% | +57.9% | +59.8% |
| 5Y | +102.8% | +75.4% | +27.4% | +64.5% |
| 10Y | +597.4% | +150.5% | +446.9% | +379.6% |
| All | +849.5% | +1,131.5% | -281.9% | +444.0% |
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