+38.1%
MSI vs COMP
+16.3%
+21.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.7% | -1.2% | +1.5% |
| 7D | +7.7% | +2.2% | +5.5% | +7.7% |
| 30D | +19.9% | +16.3% | +3.6% | +19.6% |
| 3M | +14.9% | -19.1% | +34.1% | +15.2% |
| 6M | +37.2% | +17.1% | +20.1% | +36.8% |
| YTD | +40.8% | -2.9% | +43.7% | +37.3% |
| 1Y | +38.1% | +8.8% | +29.3% | +33.1% |
| All | +38.1% | +16.3% | +21.8% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling