+3,874.2%
MSI vs D
+2,347.4%
+1,526.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | +6.8% | -3.6% | +10.4% | +8.3% |
| 3M | +14.3% | -1.0% | +15.3% | +14.5% |
| 6M | -1.6% | +6.3% | -7.9% | -4.5% |
| YTD | +22.8% | +14.7% | +8.1% | +15.3% |
| 1Y | -1.1% | +16.9% | -18.0% | -8.1% |
| 3Y | +70.5% | +56.8% | +13.7% | +36.7% |
| 5Y | +102.8% | +5.2% | +97.6% | +90.6% |
| 10Y | +597.4% | +35.9% | +561.6% | +466.8% |
| All | +3,874.2% | +2,347.4% | +1,526.8% | +1,017.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling