+124.5%
MSI vs COMP
-13.7%
+138.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +2.3% |
| 7D | +8.3% | +14.5% | -6.2% | +7.4% |
| 30D | +18.9% | +14.9% | +4.0% | +17.7% |
| 3M | +13.2% | -14.2% | +27.4% | +14.0% |
| 6M | +38.3% | +23.7% | +14.5% | +35.7% |
| YTD | +38.9% | +2.1% | +36.8% | +36.9% |
| 1Y | +36.7% | +26.2% | +10.5% | +32.7% |
| 3Y | +76.6% | +470.9% | -394.3% | +49.6% |
| 5Y | +124.5% | -14.0% | +138.5% | +124.8% |
| All | +124.5% | -13.7% | +138.2% | +124.8% |
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