+27.5%
MSI vs ES
-1.6%
+29.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.9% |
| 7D | +2.8% | +5.3% | -2.5% | +1.9% |
| 30D | +9.1% | +8.9% | +0.2% | +7.6% |
| 3M | +12.5% | -1.9% | +14.5% | +12.7% |
| 6M | +14.2% | +3.9% | +10.3% | +13.2% |
| YTD | +30.7% | +8.3% | +22.5% | +29.5% |
| 1Y | +27.5% | -0.1% | +27.7% | +26.5% |
| All | +27.5% | -1.6% | +29.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling