+3,874.2%
MSI vs ED
+2,217.3%
+1,656.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +6.8% | -0.1% | +7.0% | +6.9% |
| 3M | +14.3% | +3.9% | +10.4% | +12.5% |
| 6M | -1.6% | -3.0% | +1.5% | -0.6% |
| YTD | +22.8% | +10.7% | +12.1% | +17.6% |
| 1Y | -1.1% | +13.3% | -14.4% | -6.3% |
| 3Y | +70.5% | +34.5% | +36.0% | +48.6% |
| 5Y | +102.8% | +67.1% | +35.7% | +60.9% |
| 10Y | +597.4% | +103.0% | +494.4% | +398.7% |
| All | +3,874.2% | +2,217.3% | +1,656.9% | +952.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling