+67.6%
MSI vs BR
-5.1%
+72.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.0% | -5.0% | +1.0% | -2.5% |
| 30D | -0.5% | -2.5% | +2.0% | +0.2% |
| 3M | +11.4% | +13.5% | -2.1% | +6.9% |
| 6M | +1.0% | -9.4% | +10.4% | +3.5% |
| YTD | +20.7% | -23.3% | +43.9% | +30.9% |
| 1Y | -2.7% | -31.6% | +28.9% | +10.4% |
| All | +67.6% | -5.1% | +72.7% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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