-1.1%
MSI vs D
+15.7%
-16.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +6.8% | -3.6% | +10.4% | +7.5% |
| 3M | +14.3% | -1.0% | +15.3% | +14.2% |
| 6M | -1.6% | +6.3% | -7.9% | -4.0% |
| YTD | +22.8% | +14.7% | +8.1% | +18.1% |
| 1Y | -1.1% | +16.9% | -18.0% | -6.8% |
| All | -1.1% | +15.7% | -16.8% | -6.8% |
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