+346.0%
MSI vs EQX
+226.7%
+119.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.1% | +5.9% | +1.2% |
| 7D | -1.8% | -7.0% | +5.2% | -1.3% |
| 30D | -0.6% | +4.8% | -5.5% | -1.0% |
| 3M | +13.0% | +25.6% | -12.6% | +11.1% |
| 6M | +0.5% | -25.8% | +26.4% | +1.9% |
| YTD | +21.7% | -12.7% | +34.4% | +21.5% |
| 1Y | -2.6% | +14.1% | -16.7% | -5.0% |
| 3Y | +69.7% | +165.7% | -96.1% | +52.2% |
| 5Y | +102.8% | +81.2% | +21.6% | +80.6% |
| All | +346.0% | +226.7% | +119.3% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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