+26.8%
MSI vs BIYA
-99.9%
+126.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | +7.4% | -4.1% | +11.5% | +7.4% |
| 30D | +18.7% | -35.5% | +54.3% | +19.0% |
| 3M | +14.5% | -56.3% | +70.7% | +14.9% |
| 6M | +38.1% | -88.7% | +126.8% | +38.4% |
| YTD | +38.7% | -97.0% | +135.7% | +39.4% |
| 1Y | +35.4% | -98.7% | +134.1% | +36.0% |
| All | +26.8% | -99.9% | +126.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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