+35.4%
MSI vs D
+16.4%
+19.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +7.4% | +2.4% | +5.0% | +6.9% |
| 30D | +18.7% | +10.9% | +7.8% | +16.3% |
| 3M | +14.5% | +2.8% | +11.6% | +13.6% |
| 6M | +38.1% | +12.7% | +25.4% | +33.2% |
| YTD | +38.7% | +20.3% | +18.4% | +33.4% |
| 1Y | +35.4% | +17.1% | +18.3% | +29.7% |
| All | +35.4% | +16.4% | +19.0% | +29.7% |
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