+76.9%
MSI vs D
+73.0%
+3.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +2.6% | -3.1% | +5.6% | +3.2% |
| 30D | +18.1% | +8.4% | +9.8% | +16.3% |
| 3M | +13.2% | +0.2% | +13.0% | +13.0% |
| 6M | +36.3% | +9.5% | +26.8% | +33.4% |
| YTD | +39.5% | +18.8% | +20.7% | +34.5% |
| 1Y | +36.9% | +14.7% | +22.2% | +32.7% |
| All | +76.9% | +73.0% | +3.9% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling