+27.5%
MSI vs D
+23.9%
+3.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.4% |
| 7D | +2.8% | +8.5% | -5.7% | +1.2% |
| 30D | +9.1% | +14.3% | -5.2% | +6.5% |
| 3M | +12.5% | +1.8% | +10.7% | +11.9% |
| 6M | +14.2% | +13.0% | +1.2% | +10.3% |
| YTD | +30.7% | +22.7% | +8.0% | +25.7% |
| 1Y | +27.5% | +22.6% | +4.9% | +22.7% |
| All | +27.5% | +23.9% | +3.6% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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