+77.1%
MSI vs ED
+50.2%
+27.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +3.2% | +2.1% | +1.2% | +2.8% |
| 30D | +17.6% | +10.4% | +7.2% | +15.0% |
| 3M | +14.5% | +12.5% | +2.0% | +11.5% |
| 6M | +34.3% | +14.9% | +19.3% | +30.1% |
| YTD | +39.7% | +24.8% | +14.9% | +33.3% |
| 1Y | +40.2% | +23.8% | +16.3% | +33.9% |
| 3Y | +77.1% | +51.6% | +25.5% | +65.7% |
| All | +77.1% | +50.2% | +27.0% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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