+104.6%
MSI vs BR
+8.0%
+96.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -3.0% | +2.6% | +0.9% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | +13.9% | +17.3% | -3.4% | +5.9% |
| 6M | +1.3% | -6.7% | +8.0% | +3.7% |
| YTD | +22.3% | -23.4% | +45.7% | +36.5% |
| 1Y | -3.9% | -32.7% | +28.8% | +14.3% |
| 3Y | +69.9% | -5.9% | +75.8% | +66.8% |
| All | +104.6% | +8.0% | +96.5% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling