+780.0%
MSI vs BR
+1,278.7%
-498.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.4% | -3.0% | +2.6% | +1.2% |
| 30D | -0.8% | -0.3% | -0.5% | -0.7% |
| 3M | +13.9% | +17.3% | -3.4% | +4.1% |
| 6M | +1.3% | -6.7% | +8.0% | +3.7% |
| YTD | +22.3% | -23.4% | +45.7% | +38.0% |
| 1Y | -3.9% | -32.7% | +28.8% | +16.1% |
| 3Y | +69.9% | -5.9% | +75.8% | +68.1% |
| 5Y | +103.8% | +8.4% | +95.3% | +83.3% |
| 10Y | +606.4% | +189.2% | +417.2% | +261.2% |
| All | +780.0% | +1,278.7% | -498.8% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling