+4,280.0%
MSI vs D
+2,450.0%
+1,830.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.7% | +3.0% | +1.7% | +3.4% |
| 30D | +14.8% | +11.5% | +3.3% | +9.7% |
| 3M | +8.8% | +3.7% | +5.1% | +7.0% |
| 6M | +19.3% | +13.5% | +5.8% | +12.6% |
| YTD | +35.3% | +20.7% | +14.6% | +24.3% |
| 1Y | +33.8% | +18.2% | +15.5% | +23.7% |
| 3Y | +74.4% | +73.3% | +1.1% | +34.4% |
| 5Y | +120.5% | +12.3% | +108.3% | +101.7% |
| 10Y | +685.2% | +43.4% | +641.8% | +523.9% |
| All | +4,280.0% | +2,450.0% | +1,830.0% | +1,109.0% |
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