+164.5%
MSI vs COMP
-47.7%
+212.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | -3.7% | +1.4% | -5.1% | -3.8% |
| 30D | +6.8% | -13.3% | +20.2% | +7.7% |
| 3M | +14.3% | +41.1% | -26.8% | +11.7% |
| 6M | -1.6% | +17.2% | -18.7% | -3.2% |
| YTD | +22.8% | +5.2% | +17.6% | +21.1% |
| 1Y | -1.1% | +18.9% | -20.0% | -3.5% |
| 3Y | +70.5% | +215.9% | -145.4% | +51.5% |
| 5Y | +102.8% | -31.2% | +134.0% | +93.2% |
| All | +164.5% | -47.7% | +212.2% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling