+124.2%
MSI vs COMP
-10.9%
+135.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +17.6% | +16.6% | +1.0% | +16.3% |
| 3M | +14.5% | -23.5% | +38.0% | +16.1% |
| 6M | +34.3% | +25.7% | +8.5% | +31.6% |
| YTD | +39.7% | -3.4% | +43.1% | +38.2% |
| 1Y | +40.2% | +7.6% | +32.6% | +37.5% |
| 3Y | +77.1% | +423.6% | -346.4% | +50.9% |
| All | +124.2% | -10.9% | +135.1% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling