+192.9%
MSI vs COMP
-56.6%
+249.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.2% | +12.2% | +4.5% |
| 7D | +5.1% | -1.8% | +6.9% | +5.1% |
| 30D | +13.3% | -0.8% | +14.1% | +13.2% |
| 3M | +18.3% | -28.1% | +46.4% | +20.3% |
| 6M | +18.7% | +27.0% | -8.3% | +16.1% |
| YTD | +36.0% | -12.8% | +48.8% | +35.4% |
| 1Y | +32.6% | +4.9% | +27.7% | +30.3% |
| 3Y | +78.3% | +321.0% | -242.7% | +55.0% |
| 5Y | +121.6% | -25.6% | +147.2% | +111.1% |
| All | +192.9% | -56.6% | +249.5% | +179.5% |
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